I'm sort of a Pollyanna in that I convince myself that I can be happy anywhere, and I pretty much can, but after I move from one place, I start to see the negatives. If I have a reason to move someplace, then I'll pick up and leave, but so far, the only reason in my life has been for work. Once I settle in a place and start to establish myself, the ties start to grow, friendships get formed, and it becomes harder to pick up and move -- so the only thing that's done that so far is the promise of more money/better lifestyle. So yeah, I guess I'm chasing the jobs.
In my present location (WDC), I live within walking distance to the Smithsonian museums which are all free. I go to world-class, free lectures many evenings. I go to free concerts once a week. I have a (paid) subscription to theatre. I can walk to the ballpark 2 hours before any home game and get $5 tickets. There are free (older) films at outdoor venues just blocks from my house in 2 different locations 2 x per week for 6 months of the year. I see free IMAX films after closing hours at the National Air & Space Museum. I go on free tours of the White House, U.S. Capitol, and Supreme Court. On Friday nights, I like to take guests to the Marine silent drill
https://www.youtube.com/watch?v=vQuJkjLYT4I. On hot summer Saturdays, I wake up early and ride my bike to the Jefferson Memorial, sit on the huge granite steps and watch the sun rise while I eat an apple and drink ice cold water. On my ride home, I might stop by the Maine St. Fish Market and pick up some fresh crabs or I may ride to Eastern market for some locally grown fresh fruit. I may even get stopped on my way home and asked if I want to join in a game of pickup Bocce ball. This week I'm going to see Madeleine Albright and Colin Powell speak at the Library of Congress.
So there are a lot of things to do here that you can't do any other place in the world
As for city living, I am single with no children. I can live in urban or rural areas, but I'll never live in suburbia again. Suburbs are built for families and cars and people's lives seem to revolve around chauffeuring their children to soccer, ballet, band, etc. Many parents seem to lose their own interests and focus almost exclusively on their children, so it becomes very uncomfortable for me to be in that environment. I felt it was literally killing me.
As for Walmart shopping, I admit, I am a big snob about Walmart and would love to make sure I never ever live in a town with a Walmart. I don't shop a lot, but when i do, I prefer to shop small independent stores where I make relationships with the owners/shopkeepers and who make my neighborhood unique.