Looking to relocate - somewhere with 4 seasons, good economy, low cost of living, low crime. Any suggestions?

My boyfriend and I are looking to relocate from CA. We want to get married, buy a home, and start a family. We've both had big dreams of raising a family somewhere with 4 distinct seasons, owning a large comfortable home and living in a place with sort of that small town feel. He's originally from South Carolina. I'm from Southern CA. We currently live in San Diego. I love the beach but the heat all year long is too much for us. I lived in Chicago for a short time and loved it - I know I can take the colder weather and love the idea of waking up Xmas morning to snow on the ground. We want to raise our family in a nice community, low crime, family festivities. A lake nearby would be great for Summer. We both work - somewhere with a good economy. I work in transportation and he works in Mortgage. We're 30 years old. We like a little entertainment - concert venue nearby, theater. Like the outdoorsy stuff. We've been pondering WI and NH. Any suggestions to help us on our journey to finding a new home would be greatly appreciated. :)