A lot of states don't tax military retirement, so I wouldn't focus on only the no income tax states. Wisconsin definitely doesn't, but I won't see military retirement until Age 60. I also wouldn't want to anchor on commissary bennies or MTFs, but that's just me.
Even then, save for FL (tourists) and AK (oil) that can subsidize no income tax, the others (TN/WA/VT/etc) all make it up in various flavors of sales, personal property, property, etc or they just don't do shit like TN and road maintenance. No free lunch. There are outliers of NY/CA, but even TX is getting nuts. School tax and property tax combined in the Dallas suburbs gave me quite a shock when I was talking with a friend who moved there in the last 2 years, and they plan to leave.