While it is true that many of the "professional" angels prefer to invest in "local" businesses, I would recommend against relocating solely for the purpose of attracting angel capital.
I don`t know where you presently reside, but for the amount you describe -there are probably quite a few possible investors in your backyard.
While it may be more challenging, generally a good capital ready situation should be able to attract investors without relocating.
Since a "personal" introduction is by far the best way to approach them, moving to a place where you have no connections could be more of a detriment..
Relocating solely to find an angel for a project that is only looking for a $250,000-$500,000 investment? Hmmmm.... Maybe better to put your energy into networking in your own area or online networking. With many angels location isn`t always as important as you and your project being in a ready position.
There are a number of capital sources for sporting goods and/or games.
What level of investment are you seeking?