Looking to move, need suggestions (particularly Philly)?

Hello. I am a single mid 20's female, currently live in upstate New York and looking to move to one of the states surrounding New York, either Connecticut, New Jersey and Philadelphia, Pennsylvania (sorry, not really a fan of Massachusetts). I think I may be leaning more towards Philadelphia as it seems to suit what I am looking for because of the high population and what it has to offer. I want to live within the heart of the city in a studio or one bedroom apartment (relatively priced) within walking distance to local restaurants, nightlife, local attractions as in museums and Philadelphia Phillies, etc. Having never visited, (but plan to before moving), I dont know what neighborhood would suit my needs. Any input would be appreciated. Thanks!