I've lived in Minnesota and Iowa almost my entire life. If you're looking to stay above 0 degrees Fahrenheit, then the Dakotas, Minnesota, Wisconsin, and Michigan are all out. In the Twin Cities area in Minnesota a few years ago we set a city record for most consecutive days below freezing and below 0 F. You would probably die. I say that for your benefit, not insultingly.
Iowa, Nebraska, and Illinois are a bit warmer if you move to the right place. I live along the Mississippi in Iowa right now and I don't think we had a single day below 0 F this year. It was a pretty tame winter overall. We actually had 50s in December for a while. That's not to say it doesn't still happen from time to time though. You may honestly be best suited to shack up in Kansas if you're set on the Midwest but don't want to battle super-harsh winters.