Cities of large sizes and big populations also create other problems such as with locomotion, quality of public transport, number of modes of transport needed to get to various points, etc. In essense, it came to preferring to live in a crappy, cramped yet centralized place vs a larger, more comfortable 'far away' place (from the city center). In São Paulo, often the time I would spend in transit would be double the time I would actually spend with a friend (versus smaller coastal cities where I could reach my friends in 10-15 minutes tops).
Visa hassles come into play if you're travelling more than 3 months though. Country hopping on a 3-month Visa Waiver with automated income is one thing... I'd love to stay longer overseas (especially Berlin), but I never really got my head around the visas that would be required. Maybe I'd need to line up contract work in Berlin first & then apply for a longer duration business visa... but I never really got that figured out.