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Vermont
Vermont, which became the 14th state in 1791, is quite unique, as is its capital, Montpelier. Until 1996, Vermont was the only state without a Wal-Mart, and in ratio of cows to people, Vermont has the greatest number of dairy cows in the country. Montpelier is to this day the only state capital without a McDonald's, and is also the smallest (in population) state capital with a population of just over 12,000.
Vermont's residents experience frigid winters and fairly cool summers due to the state's northern location; summers rarely get warmer than 80 degrees and the temperature may drop below 0 degrees during the coldest part of the year. On a positive note, Vermont has clear, unpolluted air and a very low crime rate, especially violent crime, in which Vermont gets a 22 on an index where the national average is 100.
The average Vermont home sold for $180,000 during 2004 and homes are actually less expensive near Montpelier (perhaps because of the lack of McDonald's).