Harlingen, Texas. You've probably never heard of a little place called Harlingen. This Texas town is a secret that your bank account is just waiting to discover especially if you have a big move or retirement plan in your future. Harlingen is the cheapest place to live in the United States by just about any measure. In fact, the cost of living here is a staggering 17 percent below the national average. Everything from real estate to a gallon of milk is likely to cost you less here than it will anywhere else in the country.