I live in New Yawk. Nuff said.
Ok well... maybe I'll say a few more words.
To the north you have "upstate", sprawling landscape, farms, lots of snow in winter.
NYC has, well, everything. If you've got the money. And aren't afraid of the subways. Which I am.
Long Island (my home) is also pretty diverse. Western LI is much like city living and to the east is wine country and farmland. Right in the middle of this suburbia is where I grew up, Levittown. The further east you go, the more open areas you have, the more land you can own, the more you need a car to get around. Usually younger people work their way east as they get older and start their own families.
Cons: soooo expensive to live here. Expensive to rent, even more expensive to own. Property taxes are high and housing prices are insanely high right now. So are rents if you want something decent. But you get paid more too so it evens out. The transit system is really complicated at first but it's the only way to go if you go anywhere near NYC. And the NY attitude also probably takes a bit of getting used to.
Pros: You want it, you got it. Landmarks, culture, shows, entertainment, beaches, all kinds of places to live, you have accessibility to just about anything at all times. Four seasons of weather and none of them are too extreme normally. There's just so much you can do if you're active.