Johnny Chow has moved south from Canada:
Why I Left Canada for The United States of America
You can read about his public reasons for doing so that relate to FOREX, proximity to services, etc there.

I know just in the U.S. its a calculus problem sometimes on what state to live in based on how you make money online. For U.S. expats overseas, there is a huge tax break for living abroad based on your individual circumstances:
Expat Tax Guide | Expat Intelligence

A common myth out there with new folks is that PayPal income doesn't have to be declared....never been true; however, supposedly we will see PayPal -> IRS reporting this year!