That actually is a great idea. Move the headquarters to Dallas, and keep the D.C. studio and the Fox Business NY studio, but move the rest to Texas. If Shep gets hysterical, send him to CNN.
Leverage HD video links with Fox affiliates so remote guests seem like they are in the same studio.
CNN proved you can run most of a major news network outside of NY/DC.
Yes, FOX moving out would be BIG. Talk about the ground shifting, in NYC. This needs to happen.