We moved from CT to SW Florida in 2004. The first two summers I was miserable. I was also pretty unhappy at Christmastime the first two years... Christmas just wasn't Christmas without snow and cold (and family)!
I don't have any more seasonal depression, though, I've adjusted to the heat, I love living near the beach, I love that I can take the kids to the park any day of the year (though it's quite hot in the summer!), and I can even whack a palmetto bug now without screaming like a little girl. We went home to CT last winter for a week, and I was miserable and cold, LOL. How did I ever live like that??
I have not noticed differences in my body per se, but I'm only 30 and do not have the aches and pains that come with age, I guess.