Making a move to another state is one thing but moving out of the country is quite another.
It would be cool to avoid both state and federal taxes if I could. However, according to the IRS you have to pay US federal taxes on income unless you are "physically present in a foreign country or countries for at least 330 full days during any period of 12 consecutive months"
That means you REALLY have to live out of the country for 10 months of the year which I am not yet willing to do. I'm not making that much money yet ;-)
But then again having an extra 30-40% in my pocket would be cool...