Tennessee is not a bad option. No state income tax, if I recall correctly. Still have four seasons, though, and it's pretty hot in the summers.
I live in SE Virginia. It's pretty nice here, too, or in Eastern North Carolina. If you choose a rural area it's cheaper and safety is reasonably good. Still, hot and humid in the summers.
Another idea would be Southern Utah. Saint George area. Dry and hot in the summers; sunniest place in the continental U.S. Winters are mild and sunny. Prices probably a bit higher, but maybe if you weren't in Saint George itself the prices would be better. Safer, likely, than where you live now.