NYC is more than double the income tax rate of CO. Overall cost of living is less, but also have to factor in getting a car, insurance, gas, etc. Denver housing overall is booming, you can find nice value if you go further from the city.
I've also been exploring Boulder just for the hell of it. I love that city. I could have a lavish, modern apartment for around 30-35% less. All the amenities compared to zero here. My place is nice, but I have zero perks and it's old as hell. Only pluses are it's big and I have a ton of closet space.
Tennessee is significantly less on on all fronts. Rent is very cheap, cost of living, etc. I'd have to fall in love with it immediately to move there. I have zero friends/family in Tennessee, compared to a lot in Denver.
Oh yeah....I also live with my gf, who doesn't have a driver's license. She flirts with the idea of leaving, then immediately backtracks. I think a few more trips to Denver and she'd be sold. BUT...she has a ton of family about 30 south of Nashville.