The midwest isn't horrible if you move to a "major" city. Indianapolis is probably the "big one" in Indiana. But in Ohio (where I'm from), we have the Three Cs: Cincinnati, Columbus, and Cleveland. For Cincinnati, the COL outside of Downtown and the University area is very reasonable. I've never lived in the other two, so Idk about them. But the suburbs tend to be pretty reasonable and some have similar COL (though the "rich" areas, like Indian Hill are higher, obviously). I grew up in the suburbs of Cincinnati, about 30 minutes away, actually (in the westernmost county in Appalachian Ohio). Now, I live in a small city completely surrounded by Cincinnati (which Cincinnati has attempted to annex many times over the years). Other than a lack of reasonable public transit, I like it. In Cincinnati, we have a bus system that's decently extensive. We also have streetcar to nowhere that runs through Downtown, exclusively. We have the abandoned subway, too. No trains ever ran in the tunnels before they were abandoned. I'm getting off track.
I have lived in the midwest my entire life, and I would recommend it. There's a decent COL in most of it, and if you can find a decent paying job, so much the better. My job only pays $16.50 (which is over double the minimum wage in Ohio, btw), but I get by. Haha.