Just about anywhere in the SW actually, save Southern California & So NV perhaps (see below).
AZ, NV, UT, NM, TX... most are very gun friendly and you will pretty much be left to yourself by those who are not, if you choose. You will also find like minded individuals galore once you get here.
Clark County NV (Las Vegas and surrounding cities) does require "Registration" of all handguns... which is a negative for some and the only place in the State with that onus.
Check out the Prescott AZ area for a gun friendly locale. Beautiful country as well.
It is nice to drive out of town into the desert (BLM land) and go shoot. Just make sure to police your trash as a lot of slobs do not around here, which is sad and a crime, but a part of life in my neck o' the woods, er, cactii (southern NV) sadly.
A free people ought not only to be armed and disciplined, but they should have sufficient arms and ammunition to maintain a status of independence from any who might attempt to abuse them, which would include their own government." - George Washington, January 8, 1790, First State of the Union Address