You forgot to mention illegal aliens not paying income taxes and the millions of dollars of waste due to abuse of entitlement programs. Gotta look at that problem from both sides. You should look into the Fair Tax, if that kind of thing interests you. It blew my mind.
But, on topic, I guess I'm lucky enough to live in an online tax free zip code. If you're looking to change, I'm pretty sure Georgia, Tennessee, and Florida have several tax free zip codes.
Illegal Immigrants can not pay taxes because you will not let them pay taxes. They would be more than happy to do so if you would just allow them to become citizens.