While GlockieWA makes many good points, there are a couple "howevers" that should be attached.
1) Washington does not have an income tax, which is good. OTOH Washington has an almost 10% sales tax, plus expensive vehicle registration fees, high real estate costs, and pricey utilities (at least in the Seattle and Tacoma areas).
Note also that a lack of an income tax is only one factor. For example, a friend moved from the Dallas area to Pagosa Springs, CO a couple years ago. Texas had no income tax, but had higher property taxes. My friend's net tax picture, due to Colorado having an income tax, but lower property taxes, remained the same.
States have to generate revenue in some fashion or another; the more services voters demand, the more revenue has to be generated.
2) Real estate in Washington, particularly in the Puget Sound area, isn't cheap. In 2001, the lowest starter homes in the area were $250K, in Kent and Issaquah (IE, the outer suburbs). New condos on the sound itself were going for $750k - $1M in Seattle. The old (1890) house I rented on Queen Anne Hill was appraised at $750K, and it was nothing special.
Prices will have fallen, due to the real estate bubble, but in 2001 Puget Sound prices were almost double Atlanta prices.
All that said, Washington is gorgeous, and one of my favorite parts of the US.