Should I move to California from NYC?

Pros:

-SO SICK of NYC winters

-Palm trees, and beaches not covered in broken glass

-Could maybe get a house with an actual yard instead of my current tiny apartment?

-Stuff is cheaper outside of NYC

Cons:

-Would have to get a car, b/c no subways

-It's NYC, it's an amazing city & I don't know if you can get the same cultural experience elsewhere

-Don't know if my job prospects will be as good outside of the city (work in finance)

-Family lives on east coast, and it's already hard enough living a 7 hour drive from them

Any advice is appreciated! San Diego is looking pretty good right now, but I don't know much about it other than it has beautiful weather and I'm sick of being depressed 3 freezing months out of every year.