My state, Alabama, is a good one to retire in.
I know there are states such as TN, TX, and FL that have no state income tax and while that's true, it's not a free ride. Those states generally have some mix of high property taxes, sales taxes, gas taxes, insurance, and the like. I helped one child start up in Texas and it was eye opening for him ("say hello to your Uncle Sam"). So in the end, you end up paying out regardless of where you live.
For Alabama, specifically, they do not tax pension or Social Security income. They mirror federal treatment on Roth IRA/401k distributions (no tax). They do tax regular IRA/401k distributions of course.
Alabama has a couple different "vibes" to it. Up north around Huntsville, it's high tech (NASA has Redstone Arsenal up there) and currently one of the fastest growing areas. My kids don't want to live in Atlanta and Nashville is starting to get crowded but Huntsville would be acceptable to them (it does not have as much of a southern feel to it). Mobile (and the Eastern Shore area) is obviously influenced by its proximity to the Gulf. More sunshine (and hurricanes). We have some nice mountain areas in the northeast corner.
Personally I like living in a college town. Beside the athletic and arts opportunities it provides along with the community related spin-offs, there is a certain kind of rhythm to life. I can get across town in 15 minutes (except for Friday afternoons) and if I want to live a more rural life, I don't have to go too far out to do so. People are generally nicer and friendlier.
I will say that property taxes vary widely around the state but most of that is driven by the desire for quality public education. In the Birmingham metro area (the biggest metro area in the state) the property taxes are a little higher because the money is specifically for the school systems in the Over-The-Mountain (southern suburbs). Homewood, Vestavia Hills, Mountain Brook, Hoover, Shelby County systems have all become adept at building/converting schools, hiring teachers and emphasizing a quality staff, making changes when promises aren't kept, providing arts and music opportunities as well as sports and academics. Eastern Birmingham suburbs like Trussville and Springville are also growing. The proof is when these school taxes/mils expire and have to be voted back in again to be renewed, they usually pass overwhelmingly. When I left 4 years ago, my Hoover house was worth $200k+ and I paid $1,700 a year in property tax (over half that directly to school). Compare that to my home town now (also where I grew up). Property taxes are low (I pay less than $1,000 a year and the house is worth a little more) but the public school systems aren't generally as great. Private schools have a stronger presence.
Alabama doesn't get the award for being THE top retirement state but it generally makes the Top Ten list.
Bama Ed
PS - and while I know pensions are becoming rare, what people do is roll over the pension lump sum (usually an option) into a separate IRA from other assets (don't mix them together) and can generally get a higher rate of return from investments than they would get for their money from the pension annuity option. Alabama allows this so you get the tax-free pension state benefit but can achieve better returns to try to keep up with inflation.