Sydney, Australia, mate!
I joke. I've never lived in America so don't really know. From what I've seen, I prefer just about anywhere but the northeastern regions; too cold, too populated, and too competitive for me, I'd expect.
Great big country. But then we're big, too. I unstand that we've got a cattle station (ranch) here in Australia called The Darling Downs, which covers a bigger area than Texas.
Oh, well. No matter what I say, every reader will have his or her own bias. Surely you know the best state? What a question!