Teri, come to Dallas. You can come kick my butt anytime you want (which may be frequently). Last I heard, TN still didn't have a state income tax, but the governor kept trying to push it through. I think KY is exempt as well from state income tax because of the revenue they get from tobacco.
Two taxes that got me good in MO were state income tax and personal property tax. TX has neither, I don't THINK TN has either one. One other thing to keep in mind is gas prices. TX and TN are within about a nickel of each other. Again, no info on KY. Housing costs between Dallas suburbs and Nashville suburbs seemed pretty similar as well. I was offered a job in Nashville a few years ago, but declined the offer.