If I were going to live somewhere with a cold climate, forget Finland or the Netherlands — I'd choose a cabin in the remotest corner of Iceland over any of them. At least we'd get some peace and quiet.
If climate and quality of life matter, I'd pick Tokyo's Asakusa neighborhood or Nara in Japan.
For tropical? Costa Rica, but not the capital. Somewhere near Manuel Antonio National Park.
And if they'd let me build there, I'd also consider Machu Picchu in Peru. The most mystical and peaceful place on earth.