The thing is it doesn't have to be either/or. You can get the advantages of CA in other states that aren't nearly as expensive but still on the coasts. Parts of GA are beautiful and you have beaches and mountains within the state. Same with SC. If you're willing to put up with the seasons (and mild winters relative to midwest), NC and VA are amazing.
That also goes for those favoring the midwest due to prices and fresh nature. There are places on the coasts that give you plenty of nature and as rural or urban a lifestyle as you like (not like NYC or LA, but there's no shortage of dining and nightlife options). Some of my best summers were spent on the beaches, lakes, and mountains in some village in Maine where it was insanely cheap to live and plenty of outdoor activities. A few hours away was Portland that was very similar to some of the midwestern cities I lived in and comparable in price. I think depending on what you want, you can find a city to offer it almost anywhere in the country.
Personally as someone living the urban lifestyle right now, I can't wait to retreat to a smaller town. I haven't decided if that will be some place in the midwest (maybe Milwaukee?) or the east (maybe Maine?) or the south (maybe NC or SC?). I just can't stand the pollution, the crowds, the rush, rush, rush, the commute to...anywhere, the prices both in homes and in groceries, and the noise that's unbelievably annoying. Give me the sweet sounds of nature, hiking trails, a huge yet cozy home with a large deck to entertain, a 5-minute commute to work, and a large paycheck to boot and I'll be happy.