Heck, even Delaware is more sane than New Jersey.
Consider a conservative leaning state or one without an income tax. Ideally, combine them.
You never want to encourage 47% of a population to grow state government because the other 53% are the only ones paying the tax to support it. Too many from the 53% will gladly vote for the candidate that the 47% want, leaving you in the sad position of being governed by all the wrong people.
I am gradually making my move, but unfortunately may not make it out before November. Likely Arizona or Texas or Idaho. Yes, being in the Northeast the cold is never my biggest problem.