I tend to boycott companies myself. I don't shop at WalMart for instance. That said, I've lived in the bluest parts of New England myself and generally don't spend that much money or effort on vacations. Generally I just take a nice day at the beach or a weekend camping, etc. All of which I do generally within New England. It's not particularly a conscious decision though, regarding LGBT rights. The idea of boycotting states (or nations) leaves me wary. I can understand boycotting or supporting companies (like JCP and Oreo parent Nabisco perhaps). This hits or helps them directly where they hurt most. Their bottom lines. But, I don't see direct impact on states if some of us don't live or spend money there. Not as much. Rather I think Harvey Milk's example is more important. Make sure that every bigot knows a LGBTer. That's how, I think we best make changes on the state, local, familial, and national/international levels. IMHO of course.
Then again, I wouldn't personally want to live in many of these places (my apologies to our DUers in red areas). On a personal note, I don't let being gay limit my options. I make sure that I can use it to my advantage. And if it came to retirement, personally I'd live in as gay-friendly a place as possible. There are so many difficulties of age, and sexual orientation shouldn't be one of them. Again IMHO.