Take a few trips to the Capital area and see if it's a place you could see yourself living. Albany, Troy, Clifton Park, Saratoga all could be good contenders. The most important thing is finding work. As a hair stylist, you should be able to find a job no problem as that's always a necessity no matter what the economy or area is.
As far as massage therapy is concerned, this seems to be an in demand service as well up there. I've been to massage therapists in both small towns and large cities upstate. I know the owner of Bodywork Professionals. They have locations in both Latham and Saratoga. The Saratoga location is really nice, just off of the main drag. Not sure if they're hiring or not but I know one of the two locations is fairly new (I think it's the Latham one.) Here is their website:
Bodywork Professionals Massage Therapist, Albany & Saratoga Springs NY.
Cost of living obviously varies, but safe and affordable areas include Cohoes, Watervliet, Menands, Clifton Park, Glens Falls, South Glens Falls, and Queensbury. Even Amsterdam isn't that bad and has a ton of rural, laid back areas.