I've moved a lot in my time.. it's no fun. It takes a lot of money and time! I've found it pretty hard to rent a place that will allow pets as well.
Just came back from Florida... I was in the Ft Lauderdale area. While it was very pretty I personally couldn't ever live there. Too city like for me and it seemed there weren't many people there that spoke English as their first language... That bothers me a bit (I know many don't care).
IN isn't bad.. not sure about pet friendly though?
Most places in the US are going to be cheaper than Canada. BUT we don't have free insurance and such.
Jobs in most places are a bit tougher to find - but if you aren't being picky I don't think it'll be a problem.
Just do some research. Visit these friends/relatives and see what you think. Keep in mind you'll have to find your own place and that may take a while when trying to keep large dogs. I was in a rush and ended up paying A LOT to keep my pups. Then had to get rid of one because he kept chewing things up in the townhouse. Landlord kicked him out
Also have to have a good bit saved up for the move itself (if you have to rent a moving truck be prepared to get charged A LOT! I spend over $100 to move 2 miles down the road!!! Gas in those stupid trucks is crazy!!!! and had to drive out of the way to pick up the truck which they still charged me for)
I must say I wouldn't be where I am if I didn't agree to pack up and move to change the way life was. I HATED North Carolina and my fiance at the time wanted to move to West Virginia where his other half of family was. We visited and I fell in love

I stayed here and he moved back to NC. I don't have any family what so ever around here - but I don't regret the move one bit!! I've struggled financially a few times... ate a lot of noodles... but i'm as happy as can be!!
Oh and just wanted to add - no matter where you go you will find people you want to get away from. You will always have moments where you still want to get away. But one day you'll find yourself in a place you enjoy - you'll buckle down and deal with the BS instead.
Moving away from problems never solves anything. Moving away from an area you don't want to be in works.