In this post from National Review's the Corner, a study from good old RU published in October of 2007 says that an increasing amount of Jerseyites are escaping, and many are joining me:
(Between 2000 and 2005) Seven of the top ten destination states of New Jersey out-migrants were in the South and West: Florida (188,704), California (55,431), North Carolina (50,913), Virginia (48,454), Georgia (38,581), Texas (33,895), and Maryland (31,449). These states accounted for 41 percent of all New Jersey out-migration during the period.
Maybe with the possibility of a new governor this trend may change. Until then, my New Jersey brothers and sisters, look south and come to the light!