I've lived in Detroit area, Lansing, Myrtle Beach, D.C., Indianapolis, Orlando, the Michigan U.P., the area where Wisconsin meets Iowa, Chicago, NE Oklahoma, and Beijing. I've visited most of the rest of the country at one time or another (and a lot of places in Europe).
For the lifestyle and activities you describe, NW Arkansas (or SW Missouri or NE Oklahoma) are hard to beat, if you want still want four seasons and prefer the colder seasons to be short. If you want to be near the sea, South Carolina Grand Strand is tops for short winters (and surprisingly inexpensive for a resort area).
If you want permanently warm weather by the sea and cost is no object, then San Diego. For cooler (and wetter) climates, work your way up the coast: San Francisco, Portland, the islands off Seattle. But that's West Coast, which you don't want.
I also like the East Texas coastal plains and Texas Hill Country, particularly San Antonio, which sits where they meet. You'll find similar climate and activity opportunities on the coastal plains and Piedmont in the Carolinas (though I find the I-40 urban sprawl corridor from Raleigh to Winston-Salem has grown quite hectic in the past 50 years). North Carolina coastal plain is major golf country and still has heavily forested areas. Small town life in these areas can be quite inexpensive, while rapidly growing urban areas can be as expensive as some of our biggest cities.
I regularly go through really nice small towns in northern Illinois and Indiana, southern Michigan. The climate is great in autumn, but can be as warm as The South in summer and I gave up on long cold winters and winter sports 35 years ago.
I'm not a mountains or desert person, so no recommendations about that from me.
Towns or smaller cities? Here are a few that have impressed me as places I might like to live: Paris, TX; Athens, TX; Palestine, TX; Boerne, TX; Marble Falls, TX; Whiteville, NC; Lake City, SC. On the coast: Murrell's Inlet, SC; Port Aransas, TX; Rockport, TX. Midwest: Hannibal, MO; Dubuque, IA; Galena, IL; Prairie du Chien, WI; Three Rivers, MI; Battle Creek, MI; Goshen, IN; Hillsdale, MI.