Seven states have no state income tax:

Alaska
Florida
Nevada
South Dakota
Texas
Washington
Wyoming

New Hampshire and Tennessee tax only capital gains (dividend and interest income). If you're not geographically tied to your job, I'd suggest moving to a state that does not tax income. Run the numbers; you'll probably be surprised how much you'd save.

However, be careful…despite the fact that some states don't tax income on a state level, certain municipalities and cities have higher-than-normal tax rates. Have a look at the local tax rates (sales tax, property tax) for the city or county that you want to move to.

Lowest State Property Tax Rate:

Wyoming has the lowest property tax rate. However, property values in Wyoming tend to be pretty depressed due to low population influx and a lack of jobs.

States With No Sales Tax:

Alaska—No state sales tax. However, local municipalities collect a sales tax that ranges between 1% and 6%.

Montana—No state sales tax. However, there is a 3% tax on accommodations, and a 4% tax on rental vehicles and campgrounds.

New Hampshire—No state sales tax. However, there is an 8% tax on lodging and restaurant meals, and a 7% tax on two-way communications.

Delaware—No state sales tax.

Oregon—No state sales tax.

More information on tax rates for all 50 states.