Take a look at a state that doesn't tax your income (your pension). There are a few south that doesn't have a state income tax. It's one of the reasons my brother in law settled on TN when he retired from the Navy.
But then TN makes up for that by taxing like 8.5-9.5% on everything including groceries... The way to beat that tho is live just south of the ky line so you have no state income tax and can go to ky to do your shopping, ky has 6% sales tax and no tax on groceries.
