As a Californian resident I can confirm it's near unreasonablely pricey to live here, and LA is indeed big, though I haven't been for a while. (As far as smog goes, I don't live in a big city so I don't get a lot)

I'm more of a northern California guy. The fog in San Francisco is really nice (imo) and even though Sacramento gets a rap for being boring, it's cool too. My favorite thing about California is how varied it is. You can be both a few hours from the beach and a few hours from the mountains at the same time.