IIRC Austria is one of the few European countries (might be the only one actually) that recognizes the right to self-defense, and the process of getting a permit to own/carry firearms isn't too much different from some US states.
Vienna is one of my favorite cities in the world, finally went there last year.
I think the ideal city to live in Europe for me would be Bratislava, in a Slavic country that still treasures European values, knowing that Vienna is only an hour away.