All I can say is that every one of those locations is expensive to live in, so make sure you have some money saved up, and preferably a way to make more of it.
It really should come down to the school though. Dont pick a school solely because of its location. When you find the one that you like, go for it.
All of those cities are pretty damn different from each other too, so you may want to visit...
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"Good people do not need laws to tell them to act responsibly, while bad people will find a way around the laws."
--Plato
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