Sometimes trying to figure out where is the best place is rather like a double-edged sword. I agree NJ is miserable in July! I was there in late June and it was pretty miserable with the humidity and the high dew points. Of course, there weren't very many places anywhere that were pleasant. The really dry places tend to be at altitude, which means more O2 is required. I'm in Kalamazoo, MI right now and it's only going to get to 63 today, so say the weather gurus, and the dew point is 35, which makes for a great day in my estimation.
I agree that if you decide to try to move, be sure you give yourself a good month in both winter and summer to be sure you can manage whatever the weather gods throw at you. You may find that the devil you know is better than the one you don't know!
Jean