There are some great private schools in the state. They all are different, so keep that in mind when you read comments on this thread like "you'll always take a pay cut" or "you'll never" have this or do that or whatever. My salary is as competitive as any other teacher in the state at a comparable size school. I have a full time assistant, we have a regular band program - 5th-12th grades, and our school also offers orchestra and choir.
You'll find conservative schools and liberal schools, church schools and independent schools, large, small and in between. Keep your eye out on the TMEA job board in spring for openings.
All the best to you