As mentioned above, you will need to 'neuter' your AR's w/ pinned & welded comp rather than flash suppressor, pinned stock if adjustable, and get rid of post '94 mags over 10 rounds. If you have your eye on any Colt 1911's or Glocks, buy before you move to Mass. Yes, you can get them here but it's a PITA and unless you are very patient you will pay a premium.
Work made it worthwhile to move here a few years ago. I'm shooting a lot more, competing in a few matches, and generally having a great time airing out my 2A rights. I've built all the AR's I need and am able to find Glocks I want despite the challenges. No, I won't be retiring here but I'll be having a damn good time until I do. If you have good reason to move here, don't let the whiners discourage you.
Make sure you do know what you are getting into regarding money: high property tax, higher cost of utilities and fuel, higher cost for vehicle tax & registration, tolls, real estate fees / taxes when buying or selling, taxes on the dog, etc. etc. No tax on food, but IMO the prices are high enough that we're paying them anyway. There's a lot of little costs that will really add up.