Writing for The Hill, Kristin Tate makes a good case for your purchasing power being greater in red states than in blue states. Sure, pay is higher in blue states, but costs and taxes are not just higher, but much higher.
Net-net, as they say, you're money ahead in red states. What Tate substantiates with statistics and calculations, I have experienced by moving from a blue state to a red state. It's a winning strategy. Hat tip to RealClearPolitics for the link.