Funny thing, locals in Sedona don't seem to like the invasion of Californians and their "ways." Sort of much like shore people grousing about the bennies down the shore. We are not there enough to notice, and we do our best to blend in when in Sedona (putting away our leather jackets, hair gel, NY sports gear, etc)! Spent some brief time in Dallas and liked it a lot. Seemed like a city I could live in, but the ice storms are worse up there. Texas not on my radar screen. I forget the issue, but some guy got in my face in a restaurant over something stupid, and he said, "let me guess, you are from California." I laughed at him and almost said "No. Much worse. Jersey, baby." Not even sure what that was supposed to mean, but whatever.
Colorado not on my list.
Utah seems interesting, but not sure about the religious influence there.
Sedona works for us, as it is a fairly apolitical place. People are there to enjoy the scenery, the views, the wine, the vortexes, etc.