The only other thing I would add to this is that there are only a handful of states in the NFL when it comes to no income tax, very few.
So the difference between Mass. and most NFL states is something on the order of 10% MA (5% for the first million) to 4-8%. Some cities have additional income taxes as well (when I lived in State College PA working as a TA, it sucked to see the local township tax my income at a 5% rate, so they took $300 of my $6k annual salary, while I paid $0 to the state of PA and the federal gov't.).