I lived in Seattle for a year, and I got depressed from the weather. My doctor handed me a huge bottle of Vitamin D to take, saying most of her patients that lived there are deficient.
I couldn't handle it, so I moved back to sunny California, and immediately, my happiness levels returned back to normal again. Humans rely on the light to regulate their biorhythms, and Seattle/Vancouver are so far up north that in December, the sun rises at 10 AM, and it starts getting dark at around 3 PM.
For what it's worth, I grew up on the East Coast in Pittsburgh, PA with its notoriously bad weather, and I could cope with the variety of having four distinct seasons, including real winters with snowfall, much better than Seattle/Vancouver's monolithic climate (excluding the short summer that gives you two months of what SF weather is like every day).