Of course, my answer is:
Not for any particular reason other than my whole obsession with the country. And I can't even tell you why I'm obsessed, it's completely unfounded. But I am.... Obsessed. In fact, the only reason I married DadGuy is because he lived there for a few years when he was serving a mission for our church. (Okay, maybe it's not the only reason but I was extra enchanted with him from the moment I discovered that little tidbit.)
Of course, I am a pansy in the cold weather.
We're going to talk about this in fantastical terms because I'll only ever really live there in my head. THEREFORE (since this is my fantasy homeland) I wouldn't be cold at all. Nope. Not one tingly little shiver would escape me. Moscow would still be covered in a thin blanket of snow, because it's extra for pretty that way, but I'd be warm and cozy.
Of course, by the time I live in Russia, scientists will have developed an immunization to fend off cold. Essentially without any adverse side effects either, like excessive hair growth on my face. I'd become Super. Warm. Blooded. (Kinda like in Twilight when Jacob turns into a Werewolf? And his body temp automatically shoots up to like, 107? It'd be just like that except that I wouldn't be a werewolf.)
And while we're at it, they will also develop an immunization that speeds up my metabolism and cures my thyroid disease and melts away all unwanted body fat whilst tightening any loose skin that incurred due to childbearing...... Yeah, I'd definitely get that shot.
So, where would you live?