Not all warm weather states have strict animal laws! Yes in general, the midwest has the most relaxed laws on exotic animals. IMO though, the east and west coasts seem to have the strictest laws, be they state laws or more local laws, prohibiting certain exotics.
I grew up in Houston, TX and you could have just about any creature you want there. You need permits for hots though and some other endangered exotics, but you CAN get the permits. However, constrictors and native reptiles are no problem (except possibly american gators.. I never looked up the state and local laws regarding those). Plenty of places in warm weather allow the exotics you're interested in.
Just a heads up if you do end up going south!