Is it a bad idea for a community college student to look into transferring to an out-of-state university?

Not specifically. You may face increased costs because of "out of state" tuition rates, but that depends on state and school in question. More important is to contact the destination school and work with a transfer adviser to determine what of your CC studies will carry across to the university setting. The good thing about this situation is that all schools generally hunger for enrollment, so if you even express the most basic of interest (asking about transfer processes), they're going to follow up aggressively. If you respond in a timely fashion, you'll distinguish yourself from a significant percentage of potential students, and they'll work hard to get you enrolled. Just remember to start the financial aid process early....