I have long considered this question, but truly don't know what to do, or where to go.
I'm in Southern California, but think, often, that I'd like to move someplace else at some point, just because I'd like to spend some time living somewhere else, seeing/experiencing someplace else, and just generally make some changes.
My condo is paid off, and if I sold now, or soon, I could make a killing on it, which is one reason I think about selling it, and going someplace else that, hopefully, would be cheaper. But then, when I really think about it, and even though I think I wouldn't mind cold and snow, etc. (believing that, well, if I were retired, I'd just stay in when the weather's bad), I wonder how much that would really be true, and how OK with it I would really be. Especially given that, if I had a choice, I've always said, I'd rather be a little hot than a little cold.
Climate-wise, and for general ease of everyday living, California really can't be beaten, and the reality is that, just because of those things, I could see myself staying exactly where I am forever, even though I think I'd like go elsewhere. Those factors are just so significant, especially as people get older, and it's not something you look in the face and really consider until you actually get serious and confront yourself with it.
I also sometimes think I'd like to live in a tiny house (and I am a minimalist type who could probably actually do that), and maybe move into a tiny-house community. But again, I get thinking about it, and go, "Well, if you'd do that, it'd probably be easier and overall nicer and better off to just live in a small standard-sized home -- which is what I've already got!" (My condo is 810 square feet, 2 beds, 1 bath, so not "tiny" in the way of a tiny house, though not large, but still, substantially more spacious than an actual tiny house).
I've even given some thought to living in another country, and have some places in mind -- Costa Rica (where one of my brothers moved three years ago), Belize, Portugal, Slovenia, or Italy, if I could find the right location). But those would be big, probably complicated moves, and I think I'd need to be certain of them before I acted.