Come to Texas--any of our major cities (Houston, Dallas, Austin, others) are great places to start doing business. We're full of friendly people and fairly permissive state government, our economy is quite strong and full of opportunities for people who want to work (startup or no), and the cost-of-living is actually reasonable compared with the coasts.
I'll personally plug Houston here (my colleague has already done the same for Austin). If you want to do energy, manufacturing, or medicine, you basically can't beat this town. We're a port city, we've got the largest medical center in the world, we've got tons of oil & gas folks, and great schools to pull talent from. Our food is also way better and cheaper than Austin. ;)