I have the same trouble with living in London. It takes a strong will and mental effort to manage your money and the distractions, and make optimal plans to get the basics done like getting to work and back and buying groceries, going out without spending too much on cabs and drinks. You have to plan and budget, where in other places you can just go with the flow and things just tend to work out since there aren't so many bad directions to flow in, either due to the lack of options or just hanging out with a crowd that makes do with the same means. That said, if you learn to handle a tough city, everywhere else becomes very easy, and it's probably one of the reasons I come back here every few years to force myself to grow up a little bit more.