I love the Twin Cities too. I don't mind winter, but it's a little much there.
While I love all the things to do, one thing I always kind of forget until I spend time in a city is that it's pretty hard to do much of anything without crowds, waits, etc. Not a big deal, but whether it's living in Ames, Des Moines, or even a pretty good sized metro in Colorado Springs, you can't just randomly pick something and not have a little strategy or allowance to deal with the extra crowds, parking etc. But the locals figure out those strategies pretty well.
Had always thought I would end up there mainly because growing up I was a MN sports fan. Spent a good amount of time there growing up and also for work for a few years. Came close when we moved out of CO, but ended up in Des Moines, then ultimately Ames instead. Brother in Law has lived in some of the NE burbs for about 15 years, and now is in Stillwater, so we spend a lot of time up there.
Like any city, it's not for everyone, but I think it's a great metro and being in reasonable distance to some awesome outdoors stuff.