Lots of great ideas already given;   here are my Top 10, based on sex and gay community 
1.  San Francisco -  Beautiful city, great community, sex;  cool crisp, mild weather (not too hot, not too cold) 
2.  New York -   Big, bustling, broadway, bareback;   As long as good with the cold winters 
3.  Chicago -   Fun, slutty city - big leather community, bars, gay neighborhood, and its cold 
4.  Ft. Lauderdale -  if you want a gay city with sex in a warmer climate 
5.  Provincetown -   Most densely gay populated in the summer; quiet in the winter - yea and I'm here now 
6.  LA/WeHo -   California, but warmer than SF;   good opportunities 
7.  Palm Springs - Even warmer than LA, and closeby   (counterseasonal to Provincetown) 
8.  Washington -  People forget out our Capital as a great gay friendly city / close to other east coast points too 
9.  Seattle - Often also forgotten about - a young city with vibrant gay life - a bit less expensive than some  
10. San Diego -  Warm city, great community 
If you consider north of the border: 
- Montreal, Toronto, Vancouver are awesome cities 
If you want some other cities that are not always thought of first, but have great opportunities: 
-Denver, Columbus, Philadelphia, Miami,  New Orleans