I like Minnesota because the summers are great and when it snows here the snow stays on the ground. I've lived in places further south and I really dislike cold, wet, muddy winters. I just don't see the point. You can do a lot more outside during the winter with snow on the ground. Just get a good parka and a good pair of winter boots, hat and gloves and you're good to go.
Suggested places to live (bear in mind I'm a Minneapolis guy - maybe some St. Paul folks can chime in).
-SW Minneapolis between Lyndale Ave and France Avenue (streets are alphabetical west of Lyndale - going through the alphabet once and then A-F at France). South of Lake Street (which is 30th) and North of 56th. Minneapolis has a chain of lakes and creeks that are surrounded by a large parkway system of hiking trails and biking/rollerblading trails. You will pay more to live in the city near these parks and lakes, but it's well worth it. You can get more for your $$ in the suburbs, but you will pay $300K+ for a ~1200 sf 3br expansion bungalow in SW Mpls. near the lakes. Now is a great time to buy.
-St. Louis Park - the closest western suburb. Especially where it's close to Minneapolis.
-Northeast Minneapolis near the Mississippi river and very close to Downtown.
-South Minneapolis within a few blocks of Minnehaha Creek.
-Edina, Wayzata, Eden Prairie, Plymouth, Maple Grove and West Bloomington are nice suburbs, but suburbs are not my speed.
-If you want to live out a ways, you can get some land and still be somewhat close to the city in Farmington, Lakeville, Rogers and other places. Afton and Stillwater are very nice - along the beautiful St. Croix river.
St. Paul is a different world for me - that's where we keep the law schools/lawyers and politicians
Other Minnesota upsides:
-Northwest Airlines is based here with a hub, so you have direct flights all over the world. Also -- the airport is close to the city. I consider this a plus, although there is airplane noise.
-Lots of public hunting land throughout the state.
-Great fishing.
-Skiing, snowmobiling, sledding.
-Boating in the summer.
-Duluth, MN and the North Shore of Lake Superior are stunningly beautiful - but cold and getting more commercialized.
-Great bars and restaurants.
-Great music scene.
-Lots of young people that get out and do things.
-Pro and NCAA football, baseball, basketball and hockey.
-Northern League Baseball - outdoors.
-There are some good pistol ranges somewhat close to the city.
-We now have concealed carry.
Downsides:
-Lots of blissninnies and liberals - especially near the cities.
-Theses folks tend to find ways to continually improve the nanny state.
-Due to restrictive laws...There is only ONE gun dealer in Minneapolis - although there are many good ones in near suburbs.
-High taxes.
-It is cold here - fall does not last ling and Spring is muddy.
-Lots of mosquitoes in the summer.
-The Vikings WILL break your heart.
-People in MN stay here, so people tend to be somewhat "clique-ee" (sp?), or so I've been told. This probably also has something to do with the cold weather and the Scandinavian heritage.
-Not a whole lot of rifle shooting competitions or ranges. You can find them, but they are well outside the city.
-Al Franken is moving back here to run for the U.S. Senate.
Best of luck -- pm me if you have any specific questions.