Florida. I am not well traveled, though. I live right on the border with Canada, and I've been to Niagara Falls over there. It was still as cold and smelly as it is on our side. There, NYC(briefly), Florida, and the Chicago airport are the extent of my travels.
The wet, overbearing heat in Florida suits me perfectly. I don't think I've ever been so consistently comfortable outside as I was when I was there. It was like being in my natural habitat for the first time.