There is no universal, objective answer. It depends who you are, your financial situation, your political views, etc.
That said, the states that suck the most for the most people are conservative places with lots of rural poverty. Tennessee, Mississippi, Alabama, Oklahoma, ...

Oh, how could I miss Louisiana? It's the place with the highest incarceration rate in the world.
https://www.prisonpolicy.org/graphs/2021.html