Hoo.
Lived in Wisconsin for most of my life, and the last 10 years in Illinois. Both have their perks and their problems. Chicagoland sucks but at the same time is awesome.
If I could move to another state, I'd probably move to Washington. I have friends and family there, it's never too cold or too hot, I could drive to Canada, and it's just beautiful there.
Another country? Somewhere in Scandinavia. The snow doesn't bother me. Probably Sweden, as that's what most of my ancestry is.