States that don’t have an income tax have to make up for it with higher property tax rates. In areas of Texas, for example, you can buy a palace for $1 mil (there’s one listed right now that’s 6000 sq ft on a third of an acre) but your property taxes are $22,526/ year. In Denver, where we have a 5% state income tax rate, the property taxes on a $1.1 mil house are about $5,000.
If you live in Illinois, you get to do both. 5% income tax and $20K+ property tax on a million dollar home.