If it were just me, I'd be somewhere else. My wife wants to stay though, we're in a corner of the state where it's not as expensive as the big urban areas, and perhaps above all else it would take a couple years just to untangle all the stuff and divest multiple properties. So I just keep telling myself I like the coastal weather and try to ignore the nanny state and the command and control mentality. Personally I think the founders got it right with the checks and balances concept, and one of the problems here (and a few other places, and this is independent of political party) is the one party veto-proof majority and the resulting absence of any checks and balances.
I did consider a couple of relocation offers late career though, so gave it some thought and did some research before concluding that for me it was five years too late to justify a move. You've already read some good ideas, things like know which handful of states tax social security, and you've already thought about climate. I'd say keep doing what you're doing, and when you've narrowed it down to a few places that seem like they might work, go spend some time there. Long enough to get to know the neighborhoods, and to meet and talk to some locals. Look into basics like how available are the things you need/want, how easy or hard is it to get a building permit to do some work on the house, and so on. maybe go whatever time of year is the worst weather for that place, see first hand what you'd be up against. At least two acquaintances left here and moved to disaster-prone places and took serious house damage in the first year from flooding and a tornado, respectively (look at the FEMA floodplain maps before buying, not as much you can do about the second one).
A good resource for a deep dive on specific places is city-data.com, lots of detail.
There's probably no such thing as the perfect place, and there certainly isn't one that's perfect for everybody. You should be able to find one that fits reasonably well for you, though.