I have FIRE'd, but not relocated. There are many states with a warmer climate than MN, and lower taxes... I may even be a snowbird.
I am going to try out a bunch. Probably in a fifth wheel. Take 2-3 weeks, every 2-3 months, if not more, to explore. TX is good, SC, TN, and MN cannot be beat in the summer.
A state has to pay it's bills. If state has a lower income tax, they get you on other taxes.