Heating and Cooling costs depend on weather and personal preferences for temperature and humidity.
If you like it hot and don't mind humidity, then you might choose to move to a beach location… which is why many people have moved to Florida or the Gulf coast of the US to retire. If you don't like the humidty, but prefer heat to cold, then perhaps a desert-like location (think Arizona) would suit you best. Finally, if you prefer a temperate climate with lower humidity, then a mountain location - the closer to the equator the better - (New Mexico perhaps) might be your preferred choice from a climate perspective.
From a heating and cooling cost perpective, the lowest cost alternative of the three would be the mountain location as you would need little heating in the winter or cooling in the summer.
But have you considered alternatives in Latin America (L.A.)?
Several cities in Latin America have near ideal temperature and humidity profiles year-round. Those include Ariquipa (Chile), Cochabamba (Bolivia),Quito (Ecuador), and Salta (Argentina). And of course, ALL are much less expensive to live in than ANY city in the U.S.A.
