Even raped by Chicago standards, as I've only been down here since May
California seems to be the only area of the country far ahead of Chicago in expenses, it was terrible by any standards.
I realize that shipping is usually more expensive than murder-for-hire unless you use DHL or greyhound these days.
I had a job offer before taking the opportunity I chose to move to the San Diego area, and while it was tempting the atmosphere of the left coast vs the hospitality of the right coast wasn't much of a decision.
Chicago is actually a pretty cheap city by world metropolitan standards. I was shocked when I was there a few years ago and found that the place as quite reasonable. It was nice to visit in the summer as well (although I'm sure it's absolute misery in the winter with the lake effect snow and the winds cutting through the buildings).
A decent zoo w/ free admission? A nice concert in the park with Yo Yo Ma? I guess it helps to have the mob/monolithic political machine running the city.
Now, as for San Diego, it's a nice place to visit but unless you live on that thin strip of land next to the ocean where the climate is modulated by the sea (ex: La Jolla), the rest of the city is just like a desert (not as hot as Arizona).
IMO, unless you have a job that pays a significant premium and opportunities may be found in significantly high concentrations (read: semiconductors, dotcom, pharma, biomed, finance), it's quite hard to justify living out here.
If you have a job that is portable (read: teacher, doctor, nurse, cop, lawyer), I would personally find it hard to live out here unless there something else compelling you to live here like family.
I'm not sure if you were joking about the "hospitality" of the east coast but my experiences is that SC is more "southern" than east coast. I personally never liked the hoity-toityness or standoffishness of NYC or the NE states. Moving from TX to CA, I noticed that customer service isn't the same when you move out of the south. People can be rude out here but IMO is stems less from the regionality of the area of the US and more from the culture they were originally from.
Other countries simply don't place the same level of pride in customer service that we tend to have in the US (much more buyer beware). Try returning a consumer product to a store in Asia or the Middle East (including Israel). It's a whole different experience and practically a negotiation unto itself.