Don't know who told you bout washington, but I live here, and there is stuff being taken from my paycheck. It's not called "taxes" they're just called the "firefighter's fund" or "school fund" but it's nothing like taxes at all.
How are the taxes on small businesses? My friend has a small business that he would move up there with him, mostly home/internet based. Maybe that was what he was talking about.
My brother just asked me for off the cuff ideas for somewhere to live for a while, that is both beautiful and cheap. First things I thought of were Fiji, Costa Rica, and I even mentioned Wyoming. He is considering doing radiology work online for a little while, with the plan to concurrently save his money by going to a place where the cost of living is very low. He can work from anywhere if he chooses this path, and in fact work would be easier if the time change is significant. He would be required to have at least two different internet connections. However, if in WY, he could just open a practice instead and make a lot more money that way.
We both know that different states will try to make up for a low tax somewhere, with a higher tax elsewhere. But if he doesn't spend any money, he will get hit less with those other higher taxes, while being able to save more. Really though, I think cost of living is the biggest key for building a big nest egg, assuming the work is steady.
Regarding WY being cold, my friend went to school in Laramie, and he said it was very cold. At the opposite corner of the state where I visited Yellowstone/GT, it was July, and the road was just* opened. When I woke, and grabbed my shoes outside of the tent, they were frosted over every morning. While the altitude was relatively high, this was still on a volcanic caldera. Anyways, just something to consider, for sure.