It probably depends on specifics. Where are you going? Are roads mostly paved or ? What's the culture like for women on bikes? (Can you wear lycra comfortably? or would it be better to wear long slacks?)

What sort of bike do you ride now?

If I didn't know for sure, and depending on how long I planned to be there, I'd probably get a bike there once I had a sense of what sort of bike would make sense. (If you're moving permanently, then taking your own bike may make more sense, but you still might end up getting another.)