I've lived in a dozen US states and spent significant time in many more. There are only four states I've never been to, or at least traveled through.
Anyways, my faves are, in no order, Arizona, Oregon, Texas (certain parts of TX.)
I lived in AZ for a couple years in the 90s and really loved it. Still miss it. I was in Cottonwood which didn't have a lot going on as a town, but the people were cool (cops sucked though) and the location of it was perfect. Head East a little and you were in the mountains on the way to Flagstaff...lush, gorges, forests, waterfalls. Head west a little and you soon found yourself in the stark beauty of the real deal desert. It was kind of ideal.
My wife and I got married in Sedona. Spent some time in Jerome, stayed in Oak Creek Canyon and a cabin way the shag out in the Coconino national forest. Jerome was cool, but I would have liked to have seen it when it was a hippie squat/commune in the 60s, kind of touristy now. Awesome little part of the southwest. I also lived in ABQ for a few years - love New Mexico.