After having lived in many different places my father came to the conclusion that there is no perfect place on earth, but that you can create that perfect place in and out of yourself, or something to that effect.
I, too, have lived in many countries and agree with my dad. I love France, I grew up there, the food is great, the culture is great, the country's geography and history are great. Yet, it's a very bureaucratic and stifling country to do business in, and many young entrepreneurs have left for England or the US, the better to unfold their creative potential. I love this country, its fabulous natural sights, the ease of doing business, the diversity that comes with being a cultural melting pot, and New York City is, despite its ugliness (Paris is a lot more beautiful, and London and Berlin are a lot greener), one of the most exciting cities in the world. Yet, I find the constant emphasis on productivity and ROI at the expense of at least some quality of life tiring in the long run, and let's not even get into some of the politics. And so it goes with every place.
All that, however, is no reason to become depressed. On the contrary, it's a lesson. There is no perfection on earth, otherwise it would be heaven (or something like that). But we can create our personal slice of heaven right here. And that comes from our attitude and how we position ourselves. You do that by surrounding yourself with people and things that make it perfect for you, you spend time in places that resonate with you, and you do things that fulfill you. Forget about criticizing your neighbor for this, your job for that, and your country for yet another things. Contentment comes from within.