Other than rent being about 2x psf that of San Diego(*) (I have that problem basically licked at this point), it’s not materially more expensive unless you SEEK OUT expensive activities. e.g. Want to get ripped off? Go to a famous nightclub with the rest of the tourists and bridge/tunnel crowd.
Plenty of free stuff to do as well, much more than 99% of other US cities.
(*) – you can rent a 450 sf 1-br in a nice part of NYC for $1800/mo, or you can rent an 900 sf 2-br in a nice part of San Diego for about the same price.