Well, many parts of Hawaii can be as expensive as the Bay Area in California. My brother-in-law is a manager of one of the Starbucks in Lanai, and his rent, with a small appartment is a little more expensive than it is here in San Jose. It's still gorgeous there thought.
I, personally, would try Anchorage; I'm a sucker for cold weather.
Oregon is awesome too. I spent two weeks up there on vacation and it was great; I've seldom breathed air that clean. They don't let you pump your own gas there though, caught me off guard.