Stockholm
Ok, it's smaller than London or NYC but there's a little bit of everything, a few gayborhoods and the place is very tolerant. Basically no one will interfere with your life as long as you don't. Oh, the people are really cute! There's a certain luxury being able to grab a towel, hit some cliffs or the sea and snuggle without anyone being visibly upset.
Sometimes I wish the nightlife was more brazen or wilder, but that's not my usual scene. Everything's done in tasteful moderation in the nightlife, the wild stuff happens in people's homes.