I lived in sunny AZ for ten years and couldn't stand it. The sun was constantly in my eyes and the heat makes people irritable. Nothing ever changed there, imo. Everything always looked the same. To me, that was 'depressing' (although I never technically got depressed) and boring! I love it here in New Hampshire. That just goes to show how different people react to different circumstances :-)
It is hard for me to explain really. I would like to be a person who could thrive in the cold and rain, etc as all the places I would really rather be living (Montana for example are bitter cold) but I shut down in that type of weather.
As much as I hate 110 degrees, I have no problem getting out of bed and getting the day going. OTOH, it was about 38 degrees when I woke up this morning, I don't even want to get out of bed.