I guess there's always Scottsdale, AZ. if you want warm weather.
"Too many people" is a subjective thing. Do you mean a town with less than 10,000 or less than 50,000?
Every state has it's share of small and tiny towns.
Personally I need to live within an hour's drive of a major city and a large body of water. (ocean, lake, or river). I love the various activities and things to do that a major city has to offer.
I use to live in Dana Point, CA which was about an hour away from San Diego and an hour away from Los Angeles. Naturally being Orange County there was always something to do and I lived in a small beach town.
Del Mar, Carlsbad, and La Jolla are just north of San Diego and they're all nice areas. Even living in a high rise in San Diego within walking distance of shops, restaurants, Horton Plaza, the Gaslamp area, and Seaport Village along the marina would be fine with me!
Right now I live about an hour from Chicago. What I paid for my house would buy a nice 1 bedroom condo in Dana Point, CA. and if my house were located in Dana Point it would cost over $2 Million!
The biggest challenge is living on retirement income in Southern California! Unless your house is bought and paid for and your income more than covers your property taxes you're most likely going to have to relocate in order to live at a higher standard of living or maintain the one you had when you worked full-time.
Unless a major influx of cash comes into my life my best bet will be to continue to live out here and maybe rent a beach condo in California or Florida during the winter months.