It all depends on what you mean by hellhole. If you dislike winter, this is not the place for you. (But then, that lets out most of the upper Midwest and New England too.) You can check out my response about Marquette here -
http://www.city-data.com/forum/michi...be-moving.html
As for crime - nah. In college I used to walk home everywhere at night alone, and I felt very safe. I wouldn't do that now simply because I'm a little smarter, but still. It's a safe area and I don't remember the cost of living being any higher than anywhere else.
I do believe to be a retiree in Marquette you would have to have a certain gutsiness. You would need to enjoy the winters and be able to survive them, mentally and physically. If you can embrace the weather, Marquette is one of the most lovely towns in the country. And your reward for surviving the winter is incredibly beautiful summers - not too hot, not unbearable humidity, and fantastic parks and beaches to enjoy it.