France
I'm living in Paris since October 2001.
At first my plans were to stay only one year there, working on a master on artificial intelligence. I ended up finding a good position as a PhD student on image analysis, so I'll stay at least until the end of 2005. [note: it's January 2006 and I'm still here!]
Paris has a nice architecture and a broad cultural offer. On the other hand, it is too stressful, and, as in the whole of France, bureaucracy makes many things more difficult than they ought to be.