As a Finn, I'm going to say either NYC or Florida.
NY is one of the largest and most iconic cities in the world, and that would be awesome. Rangers are legendary, and while they are obviously big the city itself is so big and filled with other sports that you could find some solitude there as well. This is not the case in Canada. The city is so big and has so many opportunities. I also want to be near the sea, something special about that.
The other option would be Florida/Tampa. Weather would be nicer, I know OP asked not to think about the taxes but how can you exclude them. At least in Tampa you have plenty of fans, but you can also live in peace.
I guess LA area would be a good compromise between the two, but while I have never been to the States, I just don't care for the west coast. I just don't find it appealing to myself. And to those who are asking why would you like New York because it's so big and there's no nature, not every player spends their entire year where they play. Europeans go back to Europe, Canadians go back to Canada, Americans go back to the States for the summer holidays. I would be in Finland.