Experiences certainly differ! My family recently moved away from a small town, back to the heart of a big coastal city, in part because we were all lonely there; everyone in town may know each other, but the culture there was uncomfortably different from ours, and it was difficult to make friends. We fit in much better in a big cosmopolitan city, where we don't seem so much like weirdos, and there's so much more to do here that it's easier to find ways of spending time with people.