I wouldn't want to live in NYC again because of the extremely high cost of living, pollution(air, light, noise and the perpetual stench of garbage, open sewers and body odor in the warmer months) and the taxes. Sure I could have lived in cheaper places but I didn't want to commute via the subway for hours everyday so instead I lived within 15 minutes walking distance of the office in Midtown. As a result my time in NYC was basically a paid working vacation and despite the significantly higher salary I left without much to show for it.
Other than paying what I feel was too much damn taxes my only "bad" experiences in NYC were related to some very questionable food purchases in the wee hours of the morning and the fact that I got sick way more often than I have ever before. The only other times that I got even close to getting as sick and as often was when visiting places that you couldn't even trust the tap water for making coffee.
I'm glad I experienced NYC first hand to remove that perpetual "what if" but having experienced it I know that sort of place isn't for me.