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It's close. . . It's in a virtual tie in the region for the "artist's heaven" designation with about twenty other towns in the south Berkshires, Columbia County, and Litchfield County, CT for the title, with the property taxes almost certainly being lower in MA than in NY or CT. The nature/recreational opportunities are awesome and, as long as you dig New England rural surroundings and being away from say, Wal-Mart or Target, you are going to absolutely love it. At least six to seven ski areas are within 40 miles, although the skiing is better north of Pittsfield due to topography. Cross country skiing is available, particularly east and northeast of you. There are plenty of ponds, lakes, and rivers in which to canoe. That area's claim to fame is the arts and its proximity to Boston and NYC for weekenders. Do give North Adams and Williamstown a look while you're up there, for the Museum of Contemporary Art has markedly improved the profile of the arts in North County.
However, if you don't need to be as close to a medium or large city, take a look across Vermont, particularly southern Vermont, for an even more rural, "down-home", politically liberal, arts/ski/nature hub. Start your search in the Brattleboro, VT and Bennington, VT areas if you think VT could work. And if you have a big housing budget, the "world is your oyster", so they'll be countless towns up Routes 7 and 8 in MA and CT, Hudson Valley, NY, and then across VT that will meet your basic requirements.