In the south there's only New Orleans and Miami but I wouldn't want to live in either of those, otherwise the most walkable cities are mostly in the northeast corridor between DC and Boston, some in the rust belt (while others in the rust belt are terrible for walking) and some on the west coast. The data is from
https://www.walkscore.com/cities-and-neighborhoods/ and they also have scores for transit and biking for most of the cities, but they don't seem to have separate maps for those. Personally I would gravitate towards Philly, Pittsburgh, Milwaukee or Minneapolis for affordability reasons.
