Congrats on the FI!!!!
Of course I'm biased, but I'd say Colorado. A suburb west of Denver...Golden, perhaps, or Evergreen. Unless you love the pretentious vibe of the Bay area, because the Boulder climbers can be...a bit pretentious. Anywhere in CO is going to be a lower COL than SF, though Boulder is among the higher COLs. Tommy Caldwell (of the big-wall El Cap fame) lives in Estes Park, CO. Which is right at the foot of Rocky Mountain National Park if your ambitions are in trad, high-alpine or just plain trad stuff. Up and down Big Thompson Canyon can be found trad and sport climbing, as with many of the canyons between the high mountains and Front Range.
As for the weather-CO has a reputation for being snowy thanks to South Park, but there's so much climbing and so much variation in elevation that, except for a few exceptionally cold or snowy weeks, you just pick the type and face and find an appropriate area which will be possible in less than an hour's drive from the Denver area. Tomorrow, for example, is supposed to be 70F in Denver. Even if that's far above the "average" temperature, it's not uncommon at all to have days in the 50s and 60s sprinkled throughout the winter.
Summer is usually highs in the 80-90s on the plains, 70s at higher elevation. Unlike Las Vegas. The humidity, which might be consideration for further east, is low and the weather in the summer is usually fairly predictable: sunny mornings with chance of afternoon thunderstorms. This means from May to early Oct it's possible to climb every. single. day. OK, perhaps a few (like 3) will be rainy all day, but not commonly.
And, Mr Money himself lives here, so there's definitely a community of FIRE'd folks and folks working toward FIRE. With the dirtbag climber/skier culture, being non-consumerist is generally favorable. The politics are pretty purple, though the red thought tends to be less Bible-thumping and more libertarian. Blue tends to be more environmental/socially liberal and less "tax/ban" everything.
Finally, beer. And pot, if you're into that. And any other sport you want to take up "on the side" (except sports that require a large body of water like sailing).
