I live in Phoenix and I LOVE not having winter. You can be outside pretty much year-round, although the summers are incredibly hot during the day.
I grew up in the midwest - and despise those winters...ugh. I also lived in Colorado for 7 years and LOVED LOVED LOVED it - it is mind boggling beautiful and there is so much to do, all year round. And, the winters are actually gorgeous - super sunny and pretty. The mountain towns are amazing -- and you can explore them to no end. I just cannot say enough about Colo. and I miss it a lot.
I also lived in Minneapolis, MN - which is where I met my hubby. Mpls is an amazing city and very beautiful - it's sometimes called the San Fran of the midwest. Gorgeous, old buildings - lots of history; little pockets of different neighborhoods, a very vibrant and cultural downtown. But the winters can SUCK IT. Sorry, but they can

. I miss a lot about Mpls, but not those winters.
If we had our choice, hubby and me would probably live in either Colorado or San Francisco. Phoenix is nice and we love the weather, but we don't find it charming or historical in the ways we find other cities. Phoenix often feels like one big bedroom community, it's just different.