As a Puerto Rican who lived in the island for many years, my advise is to not move to PR. It's true that you don't pay federal income tax, but you will pay sales tax (about to be raised to 16%), property taxes, state income taxes... Which all can ends up costing you more than just staying in the states.
Crime is also rampant and the islands is suffering through a major economic crisis. More people are moving out of the island than ever before, to the point were the population has been decreasing over the past ten years.
I could list another 100 reasons why not to move there, but I think that I've covered the major points.