Ha, ha....everyone so far has forgotten the volcano's. Remember, we had one lose her top back on May 18, 1980. That said, so long as you aren't foolish enough to choose to live in a lahar path, or right next to the mountain where you'll get blasted or covered in ash, they aren't really a danger on the personal level.
As far as fires: Yeah, so what - again, if you have a cedar shake house in a brush choked slot canyon, you may as well kiss your house good bye WHEN the fire starts....not IF there is a fire, but when. A home constructed of fire resistant material (say metal roof, with a brick or stone exterior) with defensible space on defensible terrain OTOH will do just fine. And I'll add.....fire is natural and healthy for the forest. The Powers That Be are finally realizing the foolishness of massive suppression of previous years. It just goes to show the hubris of man thinking we can control nature.
Part of the water problem in the "west" is that its caused by policy. When you subsidize things, you get more of them. We taxpayers ponied up for below cost water to various interests - so what you get (as an example) is cotton being grown on irrigated land in the flipping desert of Arizona with subsidized water, instead of being grown in Georgia under natural rain. Or my personally witnessed peve - alfalfa being grown in the high desert NE of Los Angles (near Edwards AFB) - 20-30 MPH winds, 95 degrees out, 2 in the afternoon and there went the massive sprinklers on those fields - click, click, click. I wonder what the productivity of those fields was in terms of crops grown per unit of (below cost) water. Of course, in reality there's plenty of water - if you stop doing stupid things with it, like growing cotton or alfalfa in the desert.
That said....I'll take the wet side of the mountains of the PNW over any other area of the country (call it from Bellingham in the north to Ashland Oregon in the south). The potential issues - earthquakes and volcano's, are easily mitigated by cheap construction improvements (foundation straps, strapping down water heaters, etc) and not choosing to live in the path of lahar destruction. There are no forest fires to speak of on the wet side. The climate is mild - rarely snows in the winter, and summers aren't hot enough to need A/C (few homes here have central air).
The hazards in other parts of the country are more difficult to deal with with easy fixes - pretty much anything less than a concrete bunker will be destroyed by a tornado, for example. That rules out anything east of Denver for me. The south is awfully hot and humid - not my cup o tea. The NE has brutally cold winters - no thanks. Hurricanes - yeah....I'll pass.