It was always the one where I had the best people around me.
If you don't like where you're living, it might not be the city. It might be the people.
I've lived in San Salvador, Medellin, Saigon, Bali, Bangkok, Tokyo, Ottawa, Montreal, Vancouver to name a few. People ask which was my favourite, expecting me to talk about the food, the weather, the cost of living. It really boils down to the people and friends I made while I was there.
Infrastructure, cost, lifestyle — these are all important. But nothing matters more than the people you share your time with. Find new communities. Create your own.
One of the benefits of owning a business is you create a shared goal with like-minded folks, and friendships develop out of that. The same happens with clubs and groups you build yourself.
Before you move cities, look at who's around you. Put the effort in there first. It will make your life better — wherever you happen to be living it.