Having no taxes is a double sword - government with no money to have road repairs and so on. You can tell what states are broke just driving by. Balance is the key, weather included. However, you can't have only good things, so it's a compromise one way or the other.
I personally avoid big cities (too much stress) and would gladly live in a colder state if other life aspects are good. Also, lived in a year round warm weather and it gets boring quickly. Nothing can beat a 4 seasons climate zone
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