I spent 20 years in Chicago with its freezing winters and hot and humid summers and San Francisco's mild climate is a dream.
I do suspect no seasons makes some of the LA natives a bit wacky. It's good character building to deal with shitty weather for a while.
But CA has all the advantages here. The day-to-day weather is consistent and mild, and there is easy access to whatever nature you desire for a change. Mountains for skiing, the ocean for swimming, surfing or boating, forests and deserts for hiking.
I was stuck in Michigan weather for 20 years too. Literally stuck in the winter. Having options is much nicer than not having options.
By the count entire countries in the tropics should be wacky :P
You don't really get lake-effect snow in the city. That's more of a problem for the suburbs. As for humidity; it's not an issue as long as you wear the proper clothes. (Summer clothes need to be breathable. In particular, jeans and a T-shirt will not keep you cool.)
Kidding aside, I really miss East Coast seasons, too. Sure I can go to Tahoe if I want snow, but there's nothing like being bundled up and walking around NYC at night after a light dusting of snow... before it turns to gross brown slush.
San Francisco is fine
You sure get lots of sun
But I'm used to four seasons
California's got but one
http://www.allthelyrics.com/lyrics/bob_dylan/california-lyri...Which shows how little time he actually spent in SF, of course. Mark Twain's famous line about the coldest winter he ever spent being a summer in San Francisco is a lot closer to the truth. Unfortunately, Twain never actually said that. The internet, destroyer of illusions. :(