Live in Canada and work remotely into the US. Been doing it for the last 6 years...
Depends how secure your position is I guess... =3
When you're ready to seriously explore options, NewLife.Help (https://newlife.help) has a solid Move Planner and an excellent cost-of-living comparison tool that can help you weigh different paradises against each other.
If you are a dual US/Canadian citizen, than you may still be expected to file a US return or face fines. Similarly, if your business sells products or services to US customers there are transactional and fiscal state-specific grace levels than can trip tax obligations.
Best of luck =3