Any Louisville, KY people here? I would think there would be a good option, because you have Indiana, Illinois, and Ohio right there, plus more beautiful scenery all around. Plus it's a little more sheltered from the harshness of the yearly weather of the great plains.
I was stationed at Fort Knox for a year, and lived in South Central KY for a few years as well. The chasing wasn't that great. US-68/SH-80 west of Bowling Green was decent, but the rest of the state, as well as southern Indiana, was not good if you want a decent view of the storms. I did my share of chases in KY, and I do love the bourbon, but I didn't care for the taxes that are higher than TN and OK.
As far as relocating, I did just that in late 2013. I moved from TN to Central OK. Chasing was only icing on the cake for me though. I'm a native Okie, having grown up in the Tulsa area, and being forced to move with family in 2001. I still have family near Tulsa, but OKC was where the better jobs for me (as well as the better options for furthering my education). My grandmother passing away in 2012 was the primary catalyst for me moving back. The rest of my family isn't getting any younger, and my Dad will be retiring to NW Arkansas in a couple years. Family, and being back home at last, were the two sole reasons for me moving back. Anything else is just bonus.