Without getting into the good/bad thing there are lots of right to work states (south and west) where you can start at whatever level you can perform at. You won't make as much money as an hourly employee (compared to the rigid union places) but guys do well if they produce and owning a business is as good as your business skill will allow.
It is also warmer here
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Right now things are slow or fixin' to get slow in residential, depending on your local "sold and unbuilt" and the default rates on those contracts. Commercial is still going at a pretty good clip. Commercial does demand a bigger skill set but you might be able to find a guy who will let you learn on the job if you pick up things fast and give him a good day for the dollars.