SF and NYC in a nutshell: High taxes to fund entitlement programs like "affordable housing" and the homeless industrious complex, high regulations that only allow mega corps to succeed, landlord unfriendly laws so no chances taken on good borderline tenants, and no firearms for law abiding citizens so criminals are emboldened.
On the flip side: high taxes means access to things like public transportation, meaning that you don't need to own and maintain a car. And crime rates in NYC, at least, are at absolute historic lows. The firearms part of your statement really makes no sense at all.
Some other pluses: a huge concentration of culture, entertainment, dining. Regional transportation hubs to travel to other cities is relatively quick.
