Now, back to the original topic.
Dan, there's a lot of good reasons to move to Texas, and there's a lot of Texas to move to. Regardless of what Sam says, unless you like high temps, high humidity and lots and lots of traffic, avoid the Houston area. I tried it and escaped. But that's just me.
If you do make the move, one thing you will probably find is that it's cheaper to hunt in Colorado, even considering the cost of out of state tags and the trip to and from. Of course, you will have the advantage of already knowing the places to hunt, and how to read the regs, so that will give you a leg up.
The hill country is beautiful, but there are some nice, smaller towns along the western edge of the Edwards Plateau that you might find appealing. I'm thinking of Sonora, Junction, Rock Springs, Ozona and some towns in that general area. If you prefer something a bit larger, consider San Angelo. There's also Brady, Menard, Mason, Llano etc. as you head east from there toward Austin.
Like I said, lots of choices, but don't expect to find a place to hunt for free or little. Hunting is big business in Texas, and that translates to high costs.
Best of luck with whatever decision you make. If you can just avoid the road blocks at the border you'll probably be ok. :)