To be honest, your question is very much going to be down to what is important to you and your family - some people prefer to be living in planned communities with an active lifestyle and access to ameniies, while some prefer to be further away from everything and retire somewhere remote.
In my opinion, the mid-western states are looking very appealing, and we have invested in a community in Arkansas ourselves. What made me like Arkansas is that it fits my personal preferences - beautiful nature, golf courses, lakes, and at the same time it is very affordable. I'm sure there are other states that fits this bill as well, depending on how much time you are willing to spend looking around.
Florida will always have an appeal because of the weather, although taxes and living costs are higher than in many other areas competing for the retiree market.
As mentioned, the best thing to do is probably to figure out what you are really looking for - and then liase with realtors and/or family to see what will be the best fit.