I have a buddy who's been threatening to move to Costa Rica for years. I think you're right about their lax stance on MJ. I would love to move there myself. I just don't know what the hell I would do for a living.
You couldn't pay me enough to live in So. Cal. I've been there many times, and for a vacation, it's fine, but for living, it seems awful to me. It's overpopulated, the traffic is terrible, there are fires in the hills every year, mudslides, earthquakes, etc. and I just generally don't like most of the people I've met there, other than my friends.
I have a multitude of friends who are currently in the process of moving to or already have moved to Colorado. This is the place that I have most seriously considered moving to myself, recently. To me, Colorado is the easiest move to envision. It's not that far from Texas, there are lots of Texans already there, tons of stuff to do and see and, most importantly, urban centers where I could probably get a job. On top of all that, I know a guy who is opening a dispensary in Denver. If I could get up there in the next year or so and start growing, I know I could sell my buddy pounds for his dispensary. At some point, I might not even need to work a regular job anymore, but we'll see.
Out of the three choices, I'd love to choose Costa Rica, as it seems the most idyllic, but it's also the most impractical. So. Cal. isn't even an option for me, so it comes down to Colorado being the most enticing and the most practical. Since I also have homies there or soon to be there, it's just a no-brainer for me.