I have lived in NY(born and raised there), Denver, Ohio, Houston, and the Twin Cities and can say without hesitation Minnesota is my favorite place. The weather is "invigorating" but you can't let it get to you. There are lots of things to do all year round, either indoors or out depending on your preference. Fishing, boating, hiking, biking, swimming, ice fishing, cross country skiing, snow shoeing, snow mobiling, Great museums, lots of music venues and theaters, and good restaurants. A great place to raise kids; good schools, lots of parks, and plenty of things to do. The St Paul Winter Carnival was designed to give winter the finger with parades, fireworks, snow and ice sculptures, outdoor music, and a great outdoor beer festival at the end of January.
Now, where are those great IT security jobs? There are loads of big companies here; but, none seem to be hiring right now. They tend to prefer contractors who get no benefits.