Within each state you have many areas, for example, I would never advise someone to live in the NYC area (Manhattan, Brooklyn, Queens, Staten Island, LI) but upstate NY can be very good, that is if you do not mind the winter months and you have a job setup.
Lots of things depend on jobs, for example, FL is a great place if you work online, they have no state income tax (tx, nv and a few others dont either) and depending where you want to live, you get a great bang for your buck, obviously a condo in miami on the beach is expensive but if you go an hour or so away you can live very nicely for a fraction of the cost that it would cost you to live in the NYC area or the LA area.
Keep in mind, CA now has one of the highest tax rates of all the USA.
If you need lots of socializing a place like NC isnt for you, but you can get a great deal there on housing and overall cost of living is low.
NV housing costs are low, taxes on personal income (state not federal) is 0 and overall cost of living is low compared to other states, but no beaches.
Pros and cons everywhere, almost everyone looks at things the wrong way when wanting to move, instead of trying to look at this city and that state etc do the following, ask yourself:
What kind of weather would I like year round? Do I mind some months of extreme cold or heat? (If you want perfect year round 80 deg. weather every day I suggest you check out aruba, in the US that doesn't exist, Aruba is expensive and taxes are over 50%).
Consider what you do for work, if you get fired or your company closes shop, how hard will it be to find other work?
What kind of life do you lead, if you like lots of socializing, do your homework well, some nice places in the usa is like living in a old age retirement home where people go to bed at 8 and wake up at 5.
Dating, find out what the situation is there, if you search online dating sites in that area and you have no or little profiles, assume the local clubs etc are small and empty too.
Crime, even thou we are all superman here, you rather not live in an area full of crime or an area that has a drug problem (and im not referring to a lack of steroid dealers).
It will always be a give and take situation, living paycheck to paycheck is a dangerous game, you should find a place that allows you to save, and invest, and avoid places where people live one on top of each other, the more people the more problems.