Most important: jobs, education, medical, and other professional services.Secondary importance is taxes and the general price level that will determine how inflated or deflated you will be.
It is hard to compute how much taxes you will pay.States that have low income taxes may impose higher sales taxes in property taxes to make up for revenue shortfalls.
My preference is for a high sales tax and low income tax.
Work hard and make money but bury that money instead of spending it.
(That is also known as the protestant work ethic underconsumption depression attacked by Keynes.)
So I would prefer to reside in a state toward the bottom of this list: