I too am trying to figure out the best place to move to as I have been a MN resident for all of my 57 years and am tired of living through 9 months of miserable winter weather just for a few weeks of perfect days in summer. We can have tornadoes here but at least you get some time to prepare. OK and TX have tornadoes more frequently and I fear its just a matter of time before one destroys your property. Florida and the gulf coast would be nice but then again it's just a matter of time before a hurricane hits you and wipes you out. Then I think about AZ, but I really believe they will have a water crisis someday in the next 20 years. Your property there could become worthless without access to a water supply.
Nashville is certainly a good contender with mild winters and has the preferred red state status, but housing prices have been crazy there for the last decade.