Texas is a great place to work and live, no doubt. Although housing is much more affordable than other parts of the country, as some of the others have said, hunting can be relatively expensive with the comparatively few areas of crowded public hunting land. Most of the state is privately owned, and private landowners charge quite a bit to hunt. Believe it or not, most, if not all, even charge to hunt hogs (ironically, a non-native state-wide pest that's known for destroying and causing lots of property damage). But if you have plenty of money, then you can hunt hogs and most (if not all?) exotics year round to your heart's content!
There's no state income tax, but high property and state sales tax make up for that, unfortunately. Homeowner's and auto insurance are also relatively more expensive than other states, too, from what I understand.
Someone else mentioned Tallahasee. I used to live there in the 80's and early 90's and really liked it. Closest beach is Alligator Point about 45 minutes south. St. George's Island and Panama City are about an hour and a half away. You've got lots of public land just to the south, about 15 minutes away. One thing about the panhandle of Florida, though, is that it's far enough north that the beaches are kind of cold in the winter time. Then again, you're from Canada, so what counts as cold for a southerner like me is probably nice and warm for a Canadian.
And speaking of warm, before you move down south, be sure to visit during the peak of the summer time heat so you know what you're getting yourself into! Tallahassee temps ranged in the mid to upper 90's and sometimes low 100's. Quite tolerable temps in dry climes like Arizona with only 9% humidity, but downright miserably hot in the 90% plus humidity of Florida. Dallas, Texas summer temps are a bit hotter but with slightly less humidity, making them just as miserable. Difference is that Dallas temps never go below 90 til way after midnight. So the only respite you have may be at around 4 or 5 a.m. when the lows average 79 or 80 degrees. Be careful with heat stroke and dehydration, something a lot of folks don't consider when they're not used to the heat. And with the heat come the bugs. I'm not talking just mosquitoes, which are known to carry West Nile Virus and encephalitis here in Dallas, but chiggers, deer fly, ticks, biting gnats, scorpions, fire ants, crazy ants and a whole host of other bugs that come out down south when temps warm up. About the only time they don't come out is when temps go above 100 - it's even too hot for them! I've also lived up north, and just as most folks stay indoors during the cold winters up north, most folks stay indoors during the blistering heat down south! Just something to think about when considering a move to the southern U.S.
Not trying to discourage you with scares of high heat and biting, disease-carrying bugs, though. I'm used to the heat and don't mind it that much. Just get a bit tired of it around September. Most folks acclimate to the heat and get used to it, too. Still not used to all the biting bugs, though.