I have, and here's what they've said to me:
Pittsburgh: You should be nice.
New Jersey: You should be in New York.
Los Angeles: You should go outside.
Phoenix: You should go inside.
Detroit: You should be glad you have a good job.
Tampa: You should buy a new pair of flip flops for dinner Saturday night.
Being a native Western Pennsylvania, and living more of my adult life in Pittsburgh than anywhere else, I'll take that as a compliment :).
I moved to NYC with my wife right after we were married, and loved every minute of it. But decided to return here to raise our kids after they were born.
An interesting thing about Pittsburgh is the number of large non-profits of every kind, especially considering the reduced population. The major industrial titans that made their fortunes here in decades past (Carnegie, Mellon, Heinz, etc.) have left behind many cultural institutions like libraries, museums, universities, parks, hospitals, etc. that are still well funded and high quality.
You'll find some of that in NYC (even from some of the same benefactors) but Pittsburgh I think has a higher cultural dollars/resident ratio. This is a wonderful thing in terms of raising children. My kids think hanging out at the zoo, library, conservatory, kids' museum, etc. is a perfectly common thing to do. I think in NYC (and other cities?) you could find many of the same things, but it would not be possible to enjoy them in a leisurely manner, or afford family yearly membership passes.
The "under attended" part isn't all bad. Our boys can run around a little bit in Phipps Conservatory, for example, without many negative glances.
We do live in a city neighborhood, so that might account for some of the difference.
(The day after a Steeler's loss, of course, all bets are off.)
Perhaps it's even more noticeable because I live in SF now, especially in the Marina filled with mostly pretentious folks.
Sydney: You should spend more money on real estate.
Melbourne: You should spend more money on clothes.
London: You should have been here 150 years ago.
Davis, CA: You should leave Davis, CA.
brooklyn: you should be hipper
cambridge: you should be smarter
berkeley: you should only eat organically grown vegetables
tokyo: you should be japanese
san francisco: you should become as crazy as most everyone else, but not quite as crazy as the homeless people
London: "You should have been here 150 years ago" is essentially "you should be more aristocratic". I think that signal is strong in London. I have been at dinner with friends who started arguing about how far they had to commute on the tube (as a proxy for social class.) The English pretend to the world that it doesn't matter but it seems to matter deeply to them. This seems to be an English hidden rule; that is how the discussion started.
Mountain View, CA: We're not the Barrio (any more).
Toledo, OH: We're close to Detroit.
Bowling Green, OH: Attend a real university with your real high school friends!
Columbus, OH: Love Ohio State football (and basketball, if the season's wrong).
If you are merely rich, your money can be easily taken from you by more powerful person in Moscow.
And if you didn't know, Russian is a second class citizen in Russia.
All in all, one message per city is insufficient. It all depends on the people around you.
No it's more like...
Melbourne: You live in the sports capital of a sports crazed country. You should go to the footy, the cricket, tennis and don't forget some new duds on cup day.