If you can afford it, California. The Pacific coast speaks for itself. I live in the Mojave Desert in the Los Angeles county portion just north of the Angeles National Forrest. I can ride a dirt bike in the desert, drive an hour to Mountain High and go snow boarding, and then drive an hour and a half to the beach and surf ALL IN ONE DAY!!! All of my friends that couldnt cut it here had to move to Arizona or Texas but half of them like it there anyways. I bought my house in 2011 for $70,000 and its worth $220,000 now. In 2011 you could have bought a house in the Bay Area for $220,000 and now it would be worth $700,000 to $2 million.
Anyways, enough talk about 2011. If you are looking at the bay area you can afford the rest of California. My Uncle lived in Colorado for 7 years and was happy to move back to California.
The main thing I dont like is the population. If you have Amazon Prime and dont mind waiting 3 times as long for "fast food" its not too bad. If you try to go to a lake or river in California it will be as crowded as the river in Laughlin Arizona but at least it wont stink like shit like the bodies of water in Arizona or the midwest.