I moved out to Ohio from Kalifornia as well, and as lowriderrich has already pointed out, there will be an intitial culture shock, but it shouldn't last too long...especially if you have kids. I live closer to the Cleveland area, in a Township and have all the privileges of being able to shoot in my own back yard. Of course, I had 220 cubic yards of dirt brought in on my property (almost 10 acres) so that I could create a nice berm to stop any rounds.
As for CCW, I got mine when the law was first changed to allow for us the right to carry. It was a piece of cake to get it. Basically, you take a 12 hour class course and shooting, take the test, and then apply at the police department.
As for utility bills, I have a 3500 square foot Colonial and it cost us about $300 to heat her up in the winter months, but only around $125 to cool her down in the summer months. Of course, the heating season this year hit alot of us due to the increase cost of natural gas. Last year I think we only paid about $225 a month to heat the house. Also, I have a wood burner in the house, so had I not been lazy to go out in the backyard and chop some wood for her, I could have reduced that bill somewhat.
As for taxes, it depends on the school district that you live in. My taxes are WAY up there; we pay almost $5K a year just in property taxes, but don't pay local income taxes. Again, this is based on the school district you'll be residing in.
The job market is picking up lately, but it depends on what field you're in. I'm in computer related and it's going through ups and downs at the moment.