As a transplant from Seattle to LA, give me sunshine any day! LA gets 283 sunny days/year, and now I tend to forget what rain and clouds even look and feel like. So what if the total cost of living is higher by a solid percentage. You can be a helluva lot more productive if you don't want to jump off the Aurora bridge every day because the darkness is triggering major depression around whatever else is going on in your life. Paying for sunshine is absolutely essential for some people(like me), it's not even a personal choice.

If you've ever lived through the awful annual Seattle blackout between November and May, where you might see 20 minutes of sunshine per day(they even have a word for it: "sunbreaks"), then you'll have directly experienced what I'm talking about.

Curiously, I would point out this entire SF vs Seattle debate reveals a great example of how we disproportionally compare risk vs. reward in human psychology. Given two equivalent choices, the one that cause us to lose more in order to gain more is perceived as being the "bad choice"—our brains want to gain more immediately. Taking the big risk in Manhattan, SF or LA means you have a shot to get paid far, far higher than anywhere else, just because of how capital pools in urban cores.

Conventional wisdom says to go to a smaller city and enjoy a lower cost of living. That is the optimal choice if you have certainty that you won't be getting those high paying jobs in dense urban cores. But if you think you might? I would say it makes more sense, both economically and in terms of overall well-being, to "go big"—go to the biggest place you can and aim as high as you can.