Thank you for your question. I have been asked to take a look at this.
The main benefit is that their is no income tax.
However the main detractor is that depending on where you are located, the sales tax can reach as high as 15 percent (some tourist sites).
Also, in most metro areas, properties are assessed at 100 percent of market value.
So you can in many instances pay a bit more in property and sales tax, but you pay no state income tax.
Here are two sites that will help you to compare total tax burden and a list of all state taxes for each state.
Let me know if these are useful to you.
(and now I just gave away a key resource to all the other experts on this site)