Gallup has just indicated urban life beats rural life for well-being, with some exceptions. Rural people have more job satisfaction, less stress, and feel safer walking home at night. Although on stress and job satisfaction small metros and the micros (seems to mean micros and metros of less than 250,000) do slightly better than rural areas. So safety in walking home is the only thing that they list rural as tops.
Large Metro Areas Top Small Towns, Rural Areas in Wellbeing
Although this generalized well-being study has things that are naturally going to put urban areas at an advantage. Urban areas are going to have more dentists, better grocery stores, etc than rural areas. Still the lack of a nearby pharmacy or hospital is a problem I have living in an isolated area and I think would lead to a lower quality of life in such places. As is the lack of a good restaurant. (I come off somewhat pro-small-town, but I'm not exactly. It's just the size of town I like 5,000-50,000 is considered small town by many. For me that's larger than anywhere I've ever lived)