La Massana, Andorra

11,591 residents may sound quaint, but La Massana is no sleepy mountain town. This Andorran parish is a major tourism hub, with a bustling ski industry and construction sector fueling rapid development. While the scenic Pyrenees peaks and meadows offer plenty of outdoor activities, the climate varies widely by elevation - an alpine tundra up high and a milder temperate zone down in the valleys. And with no airport or railway, the transport links are limited to a web of roads, tunnels and gondola lifts. For the adventurous urbanite seeking a tax haven lifestyle, La Massana could be an appealing option, but the persistent bureaucratic headaches may wear thin.