If you are looking to move anytime soon, you may want to check out this list. This is a list of the Most Expensive Cities in the U.S. to live for 2012. Some of them may shock you and some of them you may have never even heard of, but California is on the list a few times. It may be warm there all the time, but you are going to be paying some cash to enjoy that warmth. The list is based on the average cost of homes in the city.