Kiplinger recently published their list of cheapest places to retire list. Since I live in the midwest, I found the list interesting (since we often seek warmer locales in the winter). These lists, in various publications, are a good place to begin your reserach if you are planning on retireing to a different location.
They also published lists of the the most tax-friendly states and the least tax-friendly states. Also good inforation to have if you are thinking about moving in retirement.