Where do people who transfer out of Caltech end up? Examples/anecdotes appreciated.
The answers to this are going to be extremely individual, centered primarily on why each transfer choose to leave Caltech and their personal family situations.
I have my personal opinion on Caltech based on a bit of reading, but primarily from discussions with retired former professors. My son chose not to apply based on their opinions of the experience. My suspicion is that students leave because the workload is too high and thus the pressure is high, the undergraduate instruction is less than ideal, they don’t like the fact that it is not a “typical college experience,” they are overwhelmed by being average for the first time ever or a combination of the above.
Why are you leaving? In as stark terms as possible, outline what you don’t like. What state are you from? What budget constraints do you have?
By simply asking “Where do people who transfer out of Caltech end up?”, you risk choosing another institution based on poor vetting. Students who hate Caltech typically chose it based on one thing, rank, without learning the useful things they should have about the experience there.
Yes. In which areas of personal fit has Caltech failed you, and what are you looking for in terms of major/curriculum/social vibe/location/environment?
I know someone who transferred out due to the workload, enrolled at UC Berkeley and did just fine in life. In fact, cashing in his options at a major tech firm, he did more than fine. I think he was computer science and math, but I am not exactly sure. He works in data science. Well, I should say he used to work in data science. He hit his “number” and retired in his early thirties.
My primary source of discontent is, as @eyemgh mentioned, the lack of a typical college experience. This ranges from the weird house system (I’d much prefer normal dorms/frats), to the small school size, to the generally antisocial/nerdy student body. Also, the workload is excessive (~60-65 hrs per week of homework); I’m certain that I could work considerably less at any other elite school and have equal if not greater rewards (e.g., gpa, intership/job opportunities, etc.). Moreover, I would have time to pursue non-academic interests and extracurriculars, which I am now not really able to do.
Really regret not choosing MIT last year… 
Other schools I would consider are Columbia (which I also got into last year), Harvard, and Stanford. I know that it is quite difficult to transfer into these, but I’ve also heard that Caltech transfers frequently get into such places. Mostly I’m hoping to find reassurance that that is the case, that there is hope for transferring to places like that.
To answer your other questions, I live in NH, and as for budget constraints, my family is relatively poor, but I don’t think that matters as I always get enough financial aid. My major is physics.
Transfers often do not get the same aid packages as first time freshmen. Transfer competition is usually higher. Your success will largely depend on your record at Caltech and the algorithm each respective school uses for transfer assessment.
As for regretting not choosing MIT, the experience, although probably not as extreme, is similar. It is absolutely not a typical college experience. It would be much more like Caltech than not. One of my son’s friends is a Physics and Math major at MIT. He’s taking a year off for the same reasons you are looking to transfer.
I see one thing that unifies your list, rank. You should do a lot more digging to find out what they are really like before making the same mistake again.