There really aren't any bad states to live in just bad areas in each state to avoid. Unemployment right now is pretty tough but there are jobs out there. It really is going to depend on what you are looking for. Each state has different laws regarding exotics and what can be owned. For an example in Massachusetts you can't own any crocodilians, monitors and a few of the big snakes. Here's a link to Ma Fish & Wildlife with a listing of animals that require a permit.
Wildlife as Pets | MassWildlife Unemployment rate in MA is around 7%. Rents will run you any where from $750 to $2000 a month for a one bedroom apartment depending on where in the state you are. In Rhode Island their laws on exotics is much looser, some of their rents lower and unemployment rate is around 8-9%. You're going to want to do some careful research on employment opportunities, crime statistics, cost of living and laws on exotics for each state before making a decision.
Becoming a citizen isn't too difficult. A few of my friends have become citizens in recent years. Be sure you have no criminal record and study some US history.