It's a good question, and while moving from one state to another is easier than moving to another country... It still isn't easy. If I had enough money to not need to work, I could choose where I lived, and I'm sure you would see a Monaco/Cayman Island/Switzerland/Bahamas type of place formed where there are laws saying you need a certain income level to live there, the tax rate is extremely low, and home prices have to be really high.
There may also be social programs setup in some states that wouldn't apply if you moved, but you would need to pay taxes into them while you were living there. Imagine if they were to create 50 state socialist healthcare systems, but New York's insurance wasn't accepted in Nevada, but it was in North Dakota...It would be a mess.
I do think that there should be one set of corporate laws nationwide. None of this Nevada businesses & Delaware banking stuff. There are too many loopholes and incentives given to some companies that others are able to compete with afterwards.
I like being able to travel from state to state and know that some things are always legal, gun laws are one thing that I think should be more uniform (but on the side of the NRA) I should be able to shoot someone if they invade my home, I should be able to carry a gun in the car, and semi-auto weapons are ok if the user is sane.
I think there should be federal standards for lots of things as well. I guess I think the federal government is easier to watch, but harder to control.
The problem is when you get a large state that has to do a lot of work (roads, bridges, parks, crime, medical,... collecting lots of money from a state that doesn't have very many expenses at all. A flat tax rate (and a balanced budget) wouldn't be fair to the small state that only needs a 2% tax rate to cover it's expenses, but has to have a 30% one to pay for improvements in the other states.
Edit:
http://www.collegeotr.com/college_ot..._america_17413
It would be interesting if a large group of states would be able to change the laws in their group. As long as people are free to move and get to other states, it might make the people living there happier. Then again, things didn't turn out so well in the 1860s.