I'm coming down to the Cayman towards the end of Nov to do just that FD take a good look around. We have quite a number of our pilots residing in the Cayman, Turks and Bahamas and as none of these countries have any Income Tax they save a ton of money over paying taxes in a high tax country like Canada.
I don't know about the US but Canadians pay taxes (income) on were they reside not on citizenship as a matter of fact Canadians can still travel on there Canadian Passport while residing elsewhere but Permanent Residency is a very important component of disassociating yourself from Canada for tax considerations.
I've finally got enough seniority I could commute fairly easily so I'm seriously considering it and with Canadians we have to be outside of Canada more than 180 days a year (for the tax savings) which I almost do that just by virtue of my job.
It sounds like you have lived in the Cayman for quite a while I assume when you say the taxes are indirect and based on consumption you mean for example food, utilities, gasoline, licquor etc.
You know I which I had paid more attention to my typing teacher in school and for that matter my spelling teachers too. Hmm maybe I should have just paid more attention to it all.