These are such interesting answers. Thanks all.
A few of you make good arguments for the sunny places and against the grey places. I've grown up with the grey places for the most part. West Coast Canada (Vancouver Island), Dublin for a few years, and London for the last several. Roughly the same climate in all - a lot of grey cloud, a lot of rain...sometimes there are sunny spells and sometimes they are even long, but it's not the overall climate.
England really doesn't come across that well here. I feel connected to England, I think partly due to ancestry, partly cultural fascinations, partly having a good deal of understanding and sympathy for what the people are like - reserve, slow developing friendships, fortitude in the face of adversity, etc. I do realise though that my relationship to London is a really strange thing. After three years in Dublin I was more than ready to leave. I made good friends there, had some really good times (and bad times) but I feel nothing for the city now. Last time I was there was just for a few hours a couple of years ago, and I didn't feel like I liked it, didn't dislike it, just felt really indifferent almost, except for a few moments and places which touched me. It was weird. I wonder a bit if it was partly because my last year there was really rough and I sort of walled myself off emotionally from the place.
But London - after almost six years I still have a passion for it that freaks me out. I sometimes say jokingly that it's the love of my life and it's almost true. When I walk across Waterloo Bridge, or Trafalgar Square, or I glimpse Big Ben through the London Eye, or I hit one of my fav restaurants on Westbourne Grove, or get great cheap Portuguese coffee in my new area...I can still get really, really excited. "I can't believe I live here, I am so privileged." And yet there is so much stress and weirdness that goes along with this city. I think of it as a drug, as well as an abusive relationship. Lovely, I know. But it just keeps me coming back and back and back. I don't know if I will be able to leave. Sometimes I think about it, sometimes I think I might just stay, but even if I do decide I'm ready to go, I am sure I will miss it incredibly. I love the feelings I get when I walk the streets. The layers of history and events and people. The things I've done. I've met one of my best friends, met a lot of other great people, worked for one of the biggest publishing houses in the world, gone to a backstage Depeche Mode party, seen virtually every band I love, heard Nobel Prize winner Seamus Heaney reading his poems twice, heard John le Carre reading twice, seen Jeremy Irons, Jude Law, Ian McKellen, Patrick Stewart and Derek Jacobi on stage, run away from an underground train because it was full of hideously drunk people, traveled to several continents, had poets flirt with me, the list goes on and on and on. Of course, there's also been a great deal of stress, falling in love twice with a total lack of success, spilled my guts trying to support people who don't appreciate it, discovering just how cold and hard and hedonistic people can be, been in some measure a victim of social prejudice (unless I totally deceive myself), that list goes on too. But I feel like over the last six years this place has defined me in so many ways and...I have a lot of work to do but I haven't turned out too badly. And I think there are other places where I might have ended up much more complacent, or much more bitter...those things in particular.
I certainly have a sensitivity to places. Even in terms of places I just like to travel to, I would take a city that gives me uncomfortable feelings over a city that gives me no feelings, any day. Berlin bewildered me with its sense of hedonism, the presence of the dead, the weight of history. I was fascinated but disturbed. Cairo was like being on crack cocaine - well, I think it was the closest I've ever been to that. New York was like a surge of electric energy. Japan had so much serenity that I felt my stress draining right away. Prague was a fairytale dream and I couldn't stop smiling, but was also aware of a dark and strange history. London is certainly the kind of place where you can walk the streets and get strange feelings and really not know why. I find that especially in the City, the oldest part of London. Later, you may find out about the history behind that place where you had the feeling, and it explains something. I think that goes back to psychogeography.
Sometimes I think I would like to try living in the States, though Canada appeals more to me generally as I grew up there. But Americans are friendly. I love New York, and I'd also consider Portland Oregon, or San Francisco.