If I didn’t live where I do there are some places I have considered. The four corner states of New Mexico, Colorado, Arizona and Utah. The parts of Colorado we like get pretty cool in the winter but they have a pretty good bike culture. Utah is another bike friendly state and there are places in Southern Utah where the weather seems rather mild. New Mexico is fascinating and seems to have lots of places to ride. It tends to have a bit more wind than I like but you can’t have everything. It also gets rather hot in the mid summer. I like Northern Arazona more than southern Arizona but that may be just me and I would have to learn to climb more. I like Eastern Texas a lot more than I have enjoyed Western Texas but I have only traveled through most of it. However as my choices may point out I prefer hot and dry to hot and humid.
In my state the cost of living can be a bit high but with the housing downturn if you have a job that is easily transferable it can be a good time to move. I happen to live in the desert, 18 miles by bike to the snow line and two to four hours by bike to the beach. But as Metric man has admitted there are drawbacks here as well. But we will never need studded tires. It is easy to get in 11.5 months of cycling every year.