I’ll be retiring in about 20 months and have been actively searching.
I use this tool to get more detail on the demographics of a particular area: http://projects.nytimes.com/census/2010/explorer
I’m currently focusing on central Kentucky. I’m a little worried about an influx of immigrants from Illinois though.
There is some old advice to “summer it” and “winter it” in a place before deciding. Suggestion is to buy an RV or 5th wheel and try out living different places after you narrow down to a few. RV parks are very reasonable and nice and when you decide to settle you can get your money back by selling the RV, so it is low risk. I lived in a 5th wheel for almost a year and it was really fun to have a compact life and changing “neighbors” and to know I could leave at any time I wanted to. Pretty much a sense of freedom. Also you meet people from all over so it is a good way to find out about those other places person to person.