I have to disagree with josehernandez on Seattle. Seattle has TONS of transplants because many multinational corporations are here, especially in IT. Microsoft, Amazon.com, and many other smaller outfits are here. Boeing is here as well. Given those specialties, it is obvious that more locally-grown talent isn't possible so they have to recruit from all over.
I am one of them
I can't say though that I lived in both areas as long, though. I frequently went on business trips to Phoenix for extended (3+ month stays) and have lived in Seattle for 3 years. Here are my thoughts:
1) Seattle is more beautiful and diverse in terms of landscape and climate.
2) Seattle is overcast and drizzly for ~6-7 months out of the year. The summers, though, are GLORIOUS!
3) There are more public activities and a hipper vibe than Phoenix.
4) Seattle is many times more "liberal" than Phoenix.
5) Seattle city proper has walkable neighborhoods with shops, restaurants, housing, and things to do all within a mile of each other typically.
6) Seattle is more expensive to live in than Phoenix.
7) Phoenix has crazier drivers ...
8) ... but Seattle drivers can be equally bad but at least slower
9) The people of Seattle will welcome you, once they get to know you. Phoenix people not so much I've learned.
10) Seattle schools are better.
11) Seattle is more diverse ethnically, musically, and culturally.
Those are my perspectives. In all, I would say that Seattle is a better place to live because you don' thave that tired cowboy mentality with the same idiotic trucks driving at 200 mph and blistering heat and boredom. I would much rather prefer some rain and drizzle to the Phoenix area's blandness and heat.