Ragweed is the big one for me. It starts late August, early September and continues until the first freeze. It's a weak plant that's easily choked out by healthy grass but it gets pretty thick where ground has been disturbed like construction sites. Nothing touches it except nasal corticosteroids like Nasonex, but I've also recently heard long term use of those can cause cataracts. I'm also allergic to Bermuda grass which is the common turf grass there but that's more of a skin allergy so it doesn't really bother me unless I'm rolling around in it.
It's nice about Colorado, too. I haven't had an allergy symptom since I moved here, except the time last month that I went to Arkansas for work.
Taxes are pretty low here. Lots of small communities, you really need to get out here and look around. Find a town you like and look at some homes. Real estate taxes can be very affordable, unless you buy a bunch of acreage. Tax database is public record, you can do a search for any address.