I've lived both completely out in the boonies of rural Colorado and Virginia and in more urban areas. I spent my early childhood in Colorado homeschooled on top of a mountain with bears, mountain lions, and elk. Virginia wasn't too different, just hotter and with way too many annoying deer instead of elk.
I've been in urban areas for 14-15 years now. I lived in Dallas Texas for a while, and currently I commute through Manhattan. Dallas wasn't too bad because it's very sprawled and has some pretty chilled out areas, but I would never live directly in something as dense as Manhattan given the choice. It is LOUD. Loud loud loud. You will never get a moment of true quiet. Either people are are yelling or there are car horns, sirens, train/subway noise, and so on. If you go in a shop that seems like it's sonically insulated, nope - it will be playing music rather than letting you have some peace and quiet. In limited doses, I like the bustle and things to do. There are tons of job opportunities, so I don't feel like I'll ever get stuck in a rut or fall on hard times not having options. The areas I go through regularly are actually really safe, much safer than some smaller cities I've been in (used to work in New Haven, Connecticut - a truly awful city for safety; not all cities are terrible for that kind of thing). However, the perpetual noise aspect drives me mad if I have no way to get away from it at the end of the day, probably because of having grown up where I did. The constant screaming of the dense city is one of the reasons I opted to have a 2 to 2.5hr one-way commute with my current job.
On the other hand, although I don't want to live right in the middle of the loud mess, I also don't really want to go back to needing to always keep a few weeks of weeks of food, water, and other supplies stockpiled in case of getting profoundly separated from civilization (and medical care) during sever weather events. Or having to be worried about being accidentally shot at by people hunting illegally. Or having a bear break into my car/house/etc...definitely ok with having left those things behind lol.