It's actually a more complex topic that it appears at first. Some things are much more expensive, but some are identical to everywhere else - eg:

- vacations

- cars

- all online purchases

- most hobbies

- etc...

When I moved to NY, I expected that my (much higher than before) salary would barely allow me to buy a car. Instead, I ended up with the best car I had ever owned up to that point, and went on craziest vacations. I also lived in the shittiest place ever before and after.