You're focusing too much on state income taxes. That's not a major factor. It's far less than consideration for overall cost of living.
According to one calculation--see http://www.infoplease.com/business/economy/cost-living-index-us-cities.html -- the overall cost of living (100 being the median; a lower number is more affordable) for those cities is:
NYC (Manhattan): 216.7
LA: 136.4
Miami: 106.0
Chicago: 116.9
Houston: 92.2
Denver: 103.2
So, out of those, Houston is clearly the most affordable. Denver and Miami are OK. Chicago is a bit pricey (though, honestly, less than I'd have expected), followed by Los Angeles. And the most expensive is New York City (Manhattan; the other boroughs are still expense, but somewhat cheaper).
The "vibe" or feel of those cities is quite different, and you have to figure out what appeals to you. For instance, Miami has a sleek, modern, multi-national feel. Chicago is definitely solid Midwest. Houston is modern but feels (to me) artificial. For some people, New York City is the place to be--they view it as the hub of the universe. Denver is an interesting mix of contemporary and established. LA has all sorts of different vibes, depending where you are and what you're doing.
And let me confuse you a bit more. If you haven't already, at least consider Minneapolis, San Francisco, and Salt Lake City. (Salt Lake City?!? Yes--affordable, clean, low crime, lots of opportunities there.) Take a look at all three.
Hope that helps.