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I like San Francisco, Washington, Philadelphia, and Boston. Big enough to feel significant and offer a lot to see/do, dense/compact enough to be largely walkable and transit friendly, and small enough to escape for a day/weekend fairly easily.
I've lived in smaller (Portland, ME and Providence) and it's not for me. I'd live larger if given the opportunity (NYC, London, etc.), but I'm very comfortable with cities along these lines.
Newer to Pittsburgh and I have to say, I honestly believe it's the right size for me. City proper of just over 300k (small-ish city limits) with a metro of around 2.5m. Nearly the entire city proper is made up of walkable, unique neighborhoods, each with their own business district. 3 major sports teams, plenty of museums, theaters, and events in general. There is enough to do that I don't think I'll ever be bored, yet small enough that getting around isn't overwhelming-- at least now. Navigating here was quite the struggle in my first month.
I'm speaking on a metro basis. Extremely high density would be a deterrent for me (NYC, SF). I want some elbow room, personal space, and the generally better buying power that brings. There's really no limit on population being to high for me. Philly and Chicago would be fine. But I would want to be in a metro with major league pro sports, a theme park, water recreation of some sort, outdoor activities, and other unique recreational assets. I like the suburbs and the one I'm in (about 76k pop.). I have the property size I like, very peaceful/relaxing, but still have access to the central city (Charlotte) and its offerings.
I'd like a city of 50,000,000 in 200 square miles.
Figure utilities on the -5 level, deliveries on -4, transit on -3 and -2, and a second sidewalk on -1. Let the ground level be for people. Cars not allowed in the city.
Maybe you'd like Delhi??
I'm not on the whole "bigger is better bandwagon" for several reasons:
1. In a small town everybody knows everyone. In a huge metro, it's the opposite, nobody knows each others friends / coworkers / acquaintances. It's more isolating and harder to turn acquaintances into friends because you lack the shared connections and you don't bump into people you've made the effort to get to know nearly as often. It seems like you end up with 1000 acquaintances but few friends.
2. You may have great natural assets in the LA metro, but you're not going to fight rush hour traffic to get to them on a weekday and even once you're there, there's so many people you have no quiet space and they scare the wildlife away. In a smaller metro, it's much easier to quickly get out into nature, so consequently you end up in nature more often, even if that just means a walk around grandpa and grandmas 5 acres.
3. Air Pollution.
4. Growth is generally perceived as a positive instead of people bickering about how bad traffic is getting, how home prices are stifling, and how much dog crap there is around. I'd want to live in a place that will grow into the size I like versus move to an area that's the size I like then watch it grow too large.
I feel like a metro between 100,000-500,000 would be my ideal, big enough to have more things going on than only a quilting festival that weekend, but not so big as to hit Sunday evening traffic jams.
You don't need 4 million people to have a walkable and decent downtown. I hope America takes the urban achievements we've developed in our large cities and applies them to smaller ones instead of pursuing the model of having everyone in huge metros comprised of suburbs where you have to drive past everyone else's suburbs to get anywhere. Part of this has to do with the huge merger and acquisition phase we've had corporately, I hope that ends too. It seems that for the 21st century, large metros seem to perpetuate instead of lessen income and wealth inequality.
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