I remember getting really excited when I found out they're from "North Takoma," because I grew up in North Tacoma. Screw the misspelling -- I don't recognize it as canonical.
Also, over the years, they've given completely contradictory information. Springfield has no possible physical location if you follow all of the clues.
The Florida episode alone pretty clearly eliminates all 50 states. I don't think it would be hard to find some other episode that clearly says they do live in a state, which would immediately mean there is no possible locale.