My husband and I may be relocating soon, as well, and I have been thinking many of the same things. I think being open from the get-go is the way to go. Depending on your job situations, that is. If you work somewhere or in a profession that being too open is going to harm you then obviously a certain level of discretion is required.
I searched meetup.com to see if there were any poly groups. Since we are also swingers, I searched the swinging site we are on to see if there were many people in the area. Fetlife also has poly groups, although they seem to overlap a lot with what you find on meetup (at least in the areas I've been looking at, maybe not everywhere).
In my experience, most people are pretty accepting of "alternative lifestyles" in new friends. Maybe not in old, established friendships since they have preconceived expectations, but in a new place you three are going to attract people who have similar outlooks.
And if you're possibly moving to Indianapolis, well, that's where I life now and I've never had anyone cut me out of their lives because of the way I live my life. Ever.