Well, I lived in the US (colorado, home of the rockies, great skiing/biking/hiking/climbing/just about every "outdoor" sport you can come up with!) and now live in Australia.
not much different between the three of them…excpet the style of living; From London – hassle to do our type of stuff, but lots of work, but lots of noise, dirty etc, to Small CO tourist town – great everything you need, but not always everything you want, go a bit stir crazy after a while, to Adelaide – small city, can get everything I want and need easily enough, but not too crazy busy, esay to get away and have pristine and quiet etc.
Personally, don't think its so much the where, as the how, you live.