It's funny that you chose Zurich for your example. It's a city I've lived in for many years and I think I can honestly say it's one of the great cities in the world. Safe, clean, and gorgeous. The language is really hard to learn, even if you know German, and almost impossible to sound like a local. It's also almost impossible to make friends except for expats here and there. So you're always an outsider in a town where they really don't care for outsiders. Otherwise, it's lovely.
Someone else said it well: spend several months checking out any potential candidate location. Talk to expats. You'll get a really good idea of what it's like to live there.