Mat writes a good list of things you should consider if you have moved to San Francisco or are planning to move here.
San Francisco is the kind of place where nobody will tell you when you have a bad idea. That's just how it is. In an effort to remain tolerant, people go out of their way not to judge. That can be a bad thing. "Hey, dude, I think I'm going to pierce my eyelids with this sliver of depleted uranium for Burning Man this year." "Right on, that's cool." No. No, it's not cool. It's a very bad fucking idea. But nobody will tell you that.
I think the most important thing he points out is if you are going to move to San Francisco, move to The City of San Francisco. Not the East Bay, not Palo Alto, and holy shit not Marin County. It's like all the people who move to the San Fernando Valley and then claim to hate living in LA.