If you like 200% humidity.
I’m willing to put up with quite a bit of variance from “the great California climate” - which, by the way. varies considerably across the state. Sacramento has very temperate weather and is saved from the 105-110 degree days to the north only by the inflow from the Bay Area through the Carquinez Straits. Even then, 60-90 days near or over 100 ain’t all that great. Not all of CA is LA, you know.
CT’s weather is a lot lousier than I expected. As I said, I was braced for cold and generally less sunshine. I can cope with that, having stored up a few decades of NorCal summer heat. It’s the endlessly hot+humid summers that are driving me out, weather-wise. Last summer was 80 or so at high humidity (up to 100%) nearly without a break from May to October. Doesn’t cool off at night, so a bad patch goes on for days and days. Nothing like waking up to jungle fog in August, and so smothering hot walking out to get the paper leaves you drenched and sweating. In New England.
We did a major gathering in KC in July a few years back. Everyone’s first comment was, “KC… in July?” I didn’t get out of the hotel complex much but neither did anyone else. It was an oven. Something a bit more moderate would be better. 
Expensive and no economy to speak of. But a lovely thought.
Puget Sound, Portlandia and Denver are sounding interesting. I am not an anti-tax maven, having learned that higher tax burdens and desirability of residence tend to go pretty much hand-in-hand. The people who flee to low-tax havens give up a lot - typically schools, which is why they live, say, here for jobs, pensions, healthcare, schools and low crime rates, then flee for South Carolina when they retire, and never stop bitching about what a hellhole they fled. Because they no longer need schools, jobs, pensions and such; Unca Sam has their healthcare; and crime is huge everywhere anyway, y’know, so they’ll just cower in their armored bungalow.
(I’ve probably gotten in more open arguments over that attitude IRL than anything else. Drives me crazy.)
I have friends in the Minneapolis area (as well as some family roots) and am not sure I’m capable of going to that level of winter, lake effect or no. But the Chicago area remains on the list for continued examination.
I spent my first 30 years trying to get to the north coast. Had one spectacular possibility fall through to a better candidate who is still there 25+ years later. It’s a bit isolated and the economy is perpetually weak; no real chance for me to make even a modest living.
Don’t really care for anything in the Bay Area any more, or it would be an obvious choice. Also far too expensive, especially in housing.
But no UHC and corrupt cops.
I forgot to ask, are you bringing your work with you, or do you need an area that will provide employment?
I am in the broad valley between self-employed with both remote and local clients, and anything up to the right small corporate slot. My preference is to run my own agency with two or three anchor clients. It’s so bad where I am that I tell people in all seriousness that I’m the best surfing instructor in northern Connecticut. Might as well be…
That whole business about not pumping my own gas, come on!
You know what, I actually really like that. Call me spoiled. It’s fine.
I got used to that mighty quick, myownself. 
and 2 + years after leaving Oregon I miss it
I have a brother living in CT and I agree with you, it’s stifling. I don’t understand it.
NE winters are a slog, and I think it’s necessary for mental health reasons to escape for about a week. Early February is perfect. It’s usually Florida for us but I’ve also tried LA and San Diego. I almost didn’t leave San Diego, and I’ll probably never go back because I know how unaffordable staying would be - that’s just torture.
Florida in comparison is cheap, I lived there before and I’ll probably retire on its north Atlantic coast. Every so often I look into relocating in the present, and come away with the impression that I’m too young (!) and kind of spoiled by the things New England does have going for it. But it’s a possibility.
I’m another who appreciates that little feature of Oregonian life. It’s like a little bit of pampering every few weeks. Of course I can do it. It’s nice to not have to, especially when the wind is blowing cold and rain.
Colorado has four seasons. Almost winter, winter, still winter, and construction. But global warming is helping.*
Denver: sports, First Friday art scene, James Ellroy hosting movie nights approximately once a month and then you can sit down in the bar and talk to him. Good bike routes, good dog parks, really excellent tennis facilities, crappy sidewalks (mostly) and substandard public transportation unless you live and work in exactly the right places. Bad walkability in the suburbs. It might look like you’re close to something you could walk to, but it’s less fun when the route consists of a narrow sidewalk right next to a six-lane road with a 40 mph speed limit flouted by everybody.
A friend relocated from Denver to Pueblo for her husband’s job and it turns out she thinks Pueblo is a great little city. Warmer than Denver, still close to skiing but not so much tourist sites (a plus for my friend).
*Should be noted that I am basically a reptile and anything under 80F is “cold.” I myself would move to Thermal, California, but my husband won’t do it.
It’s coming for me in about 10 years. The key factor for the determination of my primary residence state will be taxes, hence, Florida or Texas are top of mind.
In all seriousness… why?
You’re comfortable with the economics of living somewhere that other costs are high (energy, housing) and have state revenue-related problems (infrastructure, crime, jobs/industry cycle holding things up)… because it has a 9% tax burden instead of a 12% one?
Allowing for changing needs as we get older - specifically, we flock to areas with low crime and good schools and best employment until the kids are grown and the pension is locked in, then move someplace no one in their right mind would try to raise a family or try to live a decent young-adult life - I don’t really get the Anything But Taxes mentality. It seems you pay one way or the other, even if you think you’re in that win-win niche of neither paying for nor needing good schools.
A collection of thoughts, based on living in areas, visiting extensively, or having family who lived there:
San Diego: Mild temperate climate at the coast, hot as fuck/desert inland. No seasons. Expensive. Crowded. Nice place to visit. I consider it part of a megacity that starts at the Mexican border and runs north to LA. If you like lots of people, and a high cost of living, this place might be for you. Try and get as close to the coast as possible.
New Mexico: My in-laws lived in Las Cruces. It has seasons. I would recommend a visit before deciding to stay (presumably that’s on your to-do list). I think they found it isolated. They left after several years.
Missouri: I could recommend two choices here, if you were serious about looking in this area. Columbia and St. Louis. Missouri definitely has seasons. Spring and Fall are both about 2 weeks long, if you’re lucky, 1 if you’re not. Winter involved cold and COLD, and Summer is hot and sticky with the added bonus of tornadoes. To balance that, lower cost of living and St. Louis is really a vibrant city. Great museums, zoo, restaurants, etc. It is a blue island in a mixed red-blue state.
Oregon: you mentioned not being sure about the climate. I guess it doesn’t suit everyone, although I will point out that half the state is on the other side of the Cascades and doesn’t spend nearly as much time under clouds. In fact, for both Oregon and Washington you can find areas that are “rain shadows” (Sequim in Washington is one). I don’t mind the weather myself, but some people do. For a good chunk of the year, the weather is absolutely glorious. As far as summer goes, although we do have a few hot weeks in the summer, it’s never anything like the South or Midwest. Fall and Spring are regular length too.
Hawai’i - I like it myself, but you’re not going to get seasons, really. Not 4 of them.
Montana - I really like certain parts of the state, but it’s fairly isolated, definitely has a harsher winter and it’s not blue. It’s beautiful though.
Salt Lake City area - someone above mentioned that. I think it’s worth looking at.
Arizona - Tucson is a higher elevation. We visited family there frequently. I found it more comfortable by far than Phoenix. I think they even got snow. Definitely a red state, and still too dang hot and dry for me. I like green.
A few other California areas to consider:
-Northern California: Eureka, Coastal Northern California. Redwoods, not crowded. Snow in the mountains, rarely at ground level. Beautiful area.
-Monterey/Santa Cruz/Santa Cruz Mountains: If you don’t have to drive over to the Bay Area with the commuters, these are all lovely communities. Again, you’ll be in the Redwoods, close to the coast, which helps the climate, very liberal. I lived in the mountains in that area for over a decade, and you’ll definitely get seasons more and more visibly the higher you climb. Leaves change, snow a few times a year is not unusual. Downsides: depending on where you choose to live, the cost of living is high. I really loved living there though.
I was born/raised in Chicago, and now live in the western burbs. A couple of years ago, my sister and her husband moved to FL - said they couldn’t stand the winters and taxes. Sounds beastly down there in the summer!
I’ve thought about moving when I near retirement, but figure I’d prefer to stay here, and travel during the worst parts of the year. I could rent a place in a different warm location every Jan-Feb, thereby missing the worst of Chicago winter. Of course, this winter was no big deal. If I wanted to, I could rent a cabin up in Wisconsin/Michigan during part of July-Aug to miss the worst of the heat.
Right now I’m a 20 min drive from O’Hare, which makes it easy for me to travel, or for my kids to travel to me.
Fully retired and a widower would be easy; probably back to the Endless Mountains to leave this world how I entered it. But basically what you describe is where I am. So I would probably go for another depressed inner-city/ghetto area. Maybe Detroit.