After looking at these statistics, no matter what your reason for moving was, I think Minnesota is the place for all of you.
In case you are bad with numbers and don't understand what percentages are (they are usually out of 100%, but sometimes people get that wrong too) I created (colored) a map of the united states.

Green State = Minnesota -or- The place you should be
Red States = Some of the unemployed states you live in
Yellow States = Places that have a lower unemployment rate than Minnesota
Numbers = The ranking of some states. The lower the number, the lower the unemployment rate.
You will probably notice there are 12 states ahead of Minnesota. I at least hope you will since I noticed this and highlighted them yellow. If you decide to move to one of them, since many of them are near Minnesota, I will believe it is your way of taking baby steps to live closer to me.
If you don't like the way your state performs in the unemployment race, lets check how cities fair.
In the top 100 Metropolitan areas, Minnesota has 7 cities/areas (including number 2 and 3). Bloomington, Indiana (65) and Cape Girardeau-Jackson, MO-IL (85) are the only Metropolitan area in the top 100 for people reading this blog (assumption is for Indiana, Tennessee, Michigan, Florida, Illinois).
Some more city statistics:
Chicago-Naperville-Joliet, IL-IN-WI = Number 260 with %10.3 unemployment
Nashville-Davidson--Murfreesboro--Franklin, TN = Number 210 with %9.0 unemployment
Flint, MI = Number 362 with %16.1 unemployment
Detroit-Warren-Livonia, MI = Number 358 with %15.4 unemployment
Indianapolis-Carmel, IN = Number 163 with %8.2 unemployment
If you are ever looking for a new job, wanting to move to an area that has better job opportunities, trying to find a place that has a diversified economy, or simply wanting to get out of the basement, Minnesota may be your place.
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Serious Note:
All tomfoolery aside, I hope nobody really gives up on their cities/states because of unemployment reasons only. There is way more to choosing where you live and I hope you all understand that and know that I understand that. In fact, many times we may wish to do the opposite and move to a place where people are struggling to find work. Maybe it is our passions, maybe it is the non-profit that we work for, maybe it is our desire to live in solidarity with others, maybe we love the area, maybe it feels like home. These are all reasons (and there are many more) to defy moving to an area based on an unemployment rate.
Plus, if everybody moved to Minnesota, there would be a lot more people here looking for jobs, which would negate anything I worked (typed and researched) for.
Serious Note End
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What kind of better than Minnesota unemployment rate does your job seeking state have? Oh wait, I already answered that question.