It's a fine and fun thing to experience different climes. If you ever have a chance to make a trip somewhere that has snow, be bold and do it!
That said, I moved *away* from a snowy place as soon as I was an adult and could. Ha ha ha, it's nice and all, but I'm a fan of being warm.
Two of my cousins just moved from the middle east to Florida, in the USA (they're in the home nursing field and the client's family paid them a LOT to make the move; makes me think about switching careers). We've been getting a constant barrage of emails and calls (and texts, for the family that have smart phones) about the weather there ever since, it's really funny to me. The actual temperatures aren't really that different. But going from a dry climate to a wet one is apparently a really hard transition for them, and they are quite vocal about it.