I'd say pick a state whose politics are dominated by a big expensive progressive city like NYC, Minneapolis, Seattle, or San Fran, then find a smaller city in the same state, possibly a college town (of course not living near the actual campus where rent is fucked). That way you have some protection from day to day bigotry, because you live in a city and a college town, and you have some protection from organized state-enforced bigotry, because the state's politics have to answer to the larger city.