Somewhere not too hot ! I hate the heat but don't mind cold within reason.
Warm clothing can be worn if cold, there is a limit as to what can be removed if too hot.
Heating appliances are generally cheaper, simpler, and more reliable than air conditioning.

Somewhere not too crowded, but also not too remote.

Democratic and law abiding.

Preferably where land is cheap enough that one could buy enough to grow food and firewood, and where edible game is available.

Not liable to earthquakes, landslides, forest fires, flooding or other natural disasters.
Not too vulnerable to man made disasters such as dam failure, chemical leak, large accidental explosions,or nuclear accident.

Not too near obvious military or terrorist targets.

Where firearms may be lawfully obtained and used.

That suggests either certain northern parts of the USA, southern parts of Canada, Norway, and perhaps Scotland (shotguns are easily obtained legally, other guns effectively prohibited)