If you want to dive every day I would remove Texas from the list, the diving here can be good but it is really rare to have good days during late fall/winter/early spring, so basically you can't dive for 6 months of the year.
Now, about the tax comments, haha, interesting ones as I was thinking about that the other day. True, Texas and Florida don't have state income taxes, but have you compared property taxes here with other states?
Anyhow, if you want cheap and good dives I would go either Florida or Guam. If you can live with a higher cost then Hawaii or the Virgin Islands. Puerto Rico is also a cheap option.