I have been doing some research on this lately. Unemployment is at 6.3% now, which is what it was before the financial crisis. The state with the lowest unemployment is North Dakota at 2.8% and the state that looks the healthiest, as best I can tell, is Texas. Austin is at 4.4% unemployment and Houstin and Dallas are doing well too, under 6%.
I am considering at the end of my contract, looking for a job in Austin. I am really open to location, but I have to make sure it is near a decent university for my other half.
However, the thing to remember about the unemployment numbers is that there is still a lack of career level positions, but there are many jobs. It is important to remember that unemployment itself isn't nearly as bad. Fox news likes to point out that millions dropped out of the job market, but the reason why many of them did that is because they were close to retirement, and they were not getting job offers that paid what they thought they deserved.
It isn't healthy healthy yet, but things are getting a bit better. The areas that are doing well are the Texas metro areas, DC, Seattle, San Fran, Boston, OK City...
Places that are not doing that great of course, is Detroit, Portland, Los Angeles, New York City, Pittsburg, Miami (depending on what you are looking at), Atlanta, and a lot of medium cities in California, in the Midwest (especially old manufacturing cities, and a few metro areas in the South.