I'd have to say Texas. Gunshows are full & plentiful, most cops don't freakout when you have gun in the car without a CHL (perfectly legal in Texas), all NFA toys are legal to own and typically when the cops show up when your blasting things with machine guns after you show them the paperwork their next question is: "Can I shoot it?"
Even in Austin our great, refreshing oasis of liberalism from all the conversatives in the rest of the state is gun-friendly and has tons of ranges, gunstores, a great gunshow every month & the sheriff signs off on NFA stuff a few days after you drop it off.
I'm sure other states are very pro-gun, I but I just don't have the experience to endorse them.