The following applies only to me. I don't presume to speak for anyone else.
I live in Illinois. For a gun owner, this is not a friendly state in many ways.
However, I still live here for several reasons:
1. Family. If I weren't married with children, I probably, in all honesty, would have left by now. I don't need much in the way of possessions, and economics wouldn't have stopped me. I've got an old pickup that will easily haul everything I own that's halfway necessary. But I do have a wife, and she wants to stay close to my family, while staying within a days' drive of hers (it's not that she doesn't like her family, she just doesn't want them to be able to drop in on a half-hour's notice
)
My wife is also strongly tied to this house, which she described as a dream house when we bought it. Since then, I think the Money Pit charm has paled somewhat as she ponders her second winter in a house with no insulation, but it will still be hard for her to give it up.
2. Economics. Since I do have a family to support, it would cost me a lot of money to move. My wife likes her job a great deal and doesn't want to leave it--yet. I predict some chest-thumping from some he-men who would never let their women boss them around in such fashion, but in my experience, those stories often seem to start out "back when I was married, I . . . ."
My wife doesn't run our life, but I do respect her and I do listen to her ideas. She's pretty bright and infinitely more practical than I.
3. In a republic, there is always hope. Illinois is going through some convulsions now, but often that's what it takes to make a change. Blagojevich, whose election was enough to make some gun grabbers crow that they were the majority, has done little on guns except run and hide as we push our agenda forward, and he's a guaranteed one-termer. If we can get a CCW bill out of committee during his term, we can perhaps force him to announce a veto (he likes to do that before bills even pass, for some reason) and tie that to his loss. That makes the next guy think twice. They probably won't believe that he lost because he vetoed CCW (Blagojevich is going to lose regardless) but they'll know it wasn't enough to help him.
Alan Keyes, if he can ever get a chance to express his point of view in the Senate campaign rather than fielding idiot questions about made-up counties, will bring the issue of guns to the fore in a way most candidates are afraid to do in Illinois. He's probably going to lose to Obama (the media campaign to hate Alan Keyes is amazing) but if anyone tries to tie that to his stance on guns, it will be easy to point out that whoever ran against Obama was limited to miracles anyway.
I still think about leaving sometimes. When I finish the Special Ed degree I'm starting this semester, I'll be a lot more mobile. My wife has the same degree (she just finished the same MS program I'm entering--it's polite to take turns.)
She does insist that if we move, we have to go somewhere with milder winters. My first choice, Indiana, is right out. I'm thinking Kentucky or Tennessee, although I've always wanted to live in Texas.
In the meantime, although I certainly sympathize with those who are leaving, I want to carry on a fight.