I used to think Ohio was humid. Then I spent over a year living in Virginia, and Ohio is a lot more tolerable now.
I don't enjoy humidity very much - it takes a lot out of me when I'm being active outside. I sweat a LOT, and when it's humid it doesn't evaporate well, so I overheat AND get soaked in sweat and feel grimy. It's a gross feeling. Combine that with wearing sunscreen and riding my bike, and I just collect grit and my skin gets very sensitive.
Compared to Virginia, though.. Ohio is great. If I get up early enough, I can beat the humidity.