I'm originally from Oregon (USA) but in 2011 I moved to New Mexico. Overall, I'd say I liked New Mexico more because we don't get gloomy rainy days for 8 months of the year and when it does rain, half the time it's a sunshower (it's raining and sunny out at the same time) and that's now like my favorite weather to go outside in. Although the dry air combined with the crazy day-night temperature variation did cause me to have a bit of eczema when I first moved out here.
But lately the summers have become very very hot and now the Pacific Nothwest is turning into a paradise. First California was the go to state, then it was Colorado and now Texas. But I have a feeling that soon it will be Washington and now that I can work remotely, I'm considering moving to back to the pacific Northwest.