There may be some comparison charts out on the web somewhere. I believe I found a calculator once using Google that allowed you to compare general living expenses between cities. I also see a lot of article, "top ten most expensive cities" etc.

ESPlanner is aware of state tax difference, but it does not look at localities like city or something to tell you the change in living costs in that city.

ESPlanner seems to key your current state of residence off the one listed in the family information page, and future states of residence off the state associated with change of home on the Primary Home tab.

With respect to cost of living, ESP doesn't care. It simply tells you what you have available for discretionary spending after fixed expenses, which include state taxes and the local cost of housing. The latter are determined by your entries for purchase price, property taxes and other annual expenses. Taxes and housing certainly play into what you have left for discretionary spending but it's a judgement call on your part as to whether it meets your needs.