Long distance relationship after a month of dating?

I met a great guy. He's in the Army and was at Ft. Knox, KY for training. We've been dating for about 5 weeks but he is being sent back to his home base in Alaska on Thursday. Part of me really wants to keep contact and see if things can go well over a distance but I've always heard that long distance relationships don't work. I don't want to set myself up for heartache but at the same time I hate to just watch as an amazing person walks out of my life. What should I do!?