Ken you're referring to the expat exemption which is now over 80K. You can't get that while living in the states, even if you are pulling your "salary" from your own little Bahamian or wherever corporation.
Currently I'm an hour north of Seattle in the Jan Juans. Perfect place imho. You can drive to Seattle or Vancouver in the same amount of time, or hop on the ferry and be in Victoria with all the potential of Vancouver Island at your disposal. It really is a great area. Seattle itself has gone downhill in the last decade with a massive influx of folks from that fiscally challenged state to the south, and no longer has much of the charm it did into the early '90s. But I still like to visit.
I've considered Nevada, and just visited Reno. A bit cheesy those gambling towns, but the high-sierra there are simply beautiful. Winds were blowing almost 50 for a day of my visit and the dust became a bit much and I don't even have allergies. For an outdoorsy person I might even vote for Ely or Elko, which gives you access to Moab, UT and Sun Valley, ID without too much driving yet Nevada tax benefits.
For someone who is loaded you could do worse than live in Sun Valley, at least for half the year. What a beautiful area, and you can get away from it all in very short order yet have access to good infrastructure. The outdoor activities in Idaho rival anyplace except maybe New Zealand.
Although not a trader this guy is an Austrian who is quite well traveled and he likes Thailand, in the north:
http://www.gloomboomdoom.com/lifestyle/indexlifestyle.htm
If you haven't read his book its highly recommended too. I'd love to check out Thailand as I can only think its probably great, and I enjoy scuba too.
What about forming a Bahamian corp and maintaining residency there while sampling a virtual smorgasbord of these alternative locals. Then you can come back here and give us the skinny.