I've thought about the same thing, moving from sunny Florida to down right horrifically cold (sometimes) Michigan.

Balance is key, and nothing is set in stone. What's helped me in some of these decisions is a classic three category balance:

What you do
Where you do it
How much you make

Choose 2. While money is relative, and nobody will ever have enough, my move to the mitt was driven by money and I'm much better off because of it, I've got 2/3 boxes, and I think that's alright. Some day, I'll move to a place I want to raise a family, and switch one of the boxes over.

If you have all 3, I'd say don't change it!