I think it all depends on why you want to leave. If you feel you need a change and want to get out of the choas that is NJ, NC is a pretty good choice depending on wherey ou want to go. I lived in the Raleigh / Durham area for 5 weeks and its a very cool area. Raleigh can be a fun town and the HBC Center is a great place to see a game, if you can stomach watching the Canes!
However, if you want to leave because it's cheaper, don't let that be your number one reason. Yeah, the cost of living may be less but the people there make less money, so it all balances out.
My best friend just moved to PA with his wife, after living his entire life in northern NJ and he absolutely hates it, so not every relocation works out for the best! I totally agree with whoever said rent before you buy...that way you make a quick getaway if the area isn't for you!