Having lived in both extremes (hermit style rural life to deep in the heart of Manhattan), I have to say I much prefer rural living. You give up some conveniences, but life is much less stressful, at least for me. I did enjoy a lot of my time in NYC, but I never got comfortable there. I would go back in a New York minute for one of those bagels or a slice of Grimaldi's finest. The commute thing really drug me down, and I've never been a fan of sardine can humanity on the stroll from the office to and in the subway, where you can't help be in constant physical contact with others.
What really goads me about urban living, though, are all the restrictions. I can't equip myself as I see fit, nor can I relax my guard whenever I feel like it. I don't feel nearly as in control of my life or my surroundings in the big city as I do out in the boonies. That is the sacrifice I am having an ever more difficult time accepting.
Also, in a rural community, I think you feel more significant. Your actions and decisions carry more impact on the community than they ever could in the city. As others indicate, you can get killed in the city and most everyone in it couldn't care less, whereas in a rural community it is going to effect almost everyone around you.
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The ultimate result of shielding men from the effects of folly is to fill the world with fools.
-- Herbert Spencer, English Philosopher (1820-1903)