What state has the lowest rate of people moving to it , from CT ?
Thats probably were I'd go .

Why ?
Well , because when people from states like CT move to other states unlike CT , they often forget why they moved after a few years .
They start missing all the stuff that they thought they wouldn't .
Things that cost money , state money .

When enough of these types move to a place that was "different enough" from a state like CT , they change the voter base and start getting ideas .
They decide they miss certain things and start pushing local governments for "improvements" .
They want new roads , schools , a mall down the road , city water and sewers , etc....

See where I'm going ?
The more of "us" who leave and settle in "better" places hastens the change of what drew "us" there in the first place .
Taxes go up , more people move in and want even more services that had previously been unneeded .
A decade or two down the road you're right back where you came from , only the weather and scenery is different......

Myself , I'd be looking at states who have proven themselves to have a "screw you" attitude towards newcomers .
I once asked a cattle rancher in ND how I might be received if I moved into a town like his , population 168 and in the middle of nowhere , surrounded by nothing .
His response was "Well , if you didnt try to change us you'd be fine . Just don't come here looking to change our way of life , or we'll run you right outta town !" .

This pretty much rules out any state on the east coast as I see it , states with coastal access would be Texas and Louisiana and thats about it IMO .
Wyoming , North or South Dakota , Montana , maybe Idaho .