Lived in New Jersey my whole life and doubt I could leave, even with the high COL and everything. Such a diverse amount of scenery in such a small area. Easiest place in the world to fly by pilotage I think. You'll also learn what pizza is supposed to taste like. And a short train ride away is one of the world's greatest cities.
New Jersey has two distinct regions: north and south, with the divider being approximately I-195. North Jersey is a mixture of very wealthy suburbs, urban centers, and rural hills/mountains/forest. South Jersey (except the shore area) can have an Alabama feel. Some say there's also a distinct "central jersey", which is technically where I am.
I attached an image to help.