Montana, Idaho, North Dakota, South Dakota, Nebraska, Iowa, and Kansas are the only states to have never felt the effects of a hurricane so far as I know. That doesnt mean that other states that have had a hurricane pass over theyr state(s) have had any adverse effects. I live in Michigan and there have been 2 or 3 hurricanes that had paths that went over our area but by the time they reached us they were nothing more than low pressure centers that dropped moderate rainfall.
Some area's in LA, MS, and AL had sustained winds of 100mph and took heavy damage, tornado's were spawned all the way up into tennesse, flooding potential was as far north as the northern ohio river valley and into the phittsburgh area, so really if you want to have a near absolute choice as to where to go then pick one of the above mentioned states.