Texas is VERY good for long guns. Look closely at the relevant laws, which are almost non-existent. (That which is not prohibited is generally permitted.) Long guns can be possessed/carried concealed or openly, loaded or unloaded, no license or permit required. (Of course, do not recklessly point the weapon at folks!) Up to 5.5" in blade length, Texas is also VERY good regarding knife laws. Openly carried or concealed makes no difference; fixed or folding makes no difference, no license or permit required. This means one can generally carry a substantial blade into places that prohibit handguns and weapons. Of course, if the property owner, or his designee, knows you have the knife, you can be denied entry and/or asked to leave if they don't want knives to be carried there.
Texas has no state income tax.
Texas does have somewhat high property taxes, so it is not the best place to own a huge amount of real estate. MANY folks who live the nomadic RV lifestyle choose Texas for their home address of record, for this reason.
Texas has little public land, and strong property owner rights. Take your pick which you prefer. This does mean that most hunting is done on private land, which the hunter leases. Virtually all shooting ranges are private; the days of walking into the national forest to plink are virtually over, at least anywhere near urban centers. Hunting is still legal in the national forests, if you like crowds.