Heihe, China

This frigid border town of 1.2 million is not for the faint of heart. With average winter temperatures plunging to a bone-chilling -22°C, the Siberian winds that sweep through Heihe are a constant headache. The city's remote location - a 3-hour drive from the nearest major city of Harbin - means bureaucracy is a persistent issue, and the long, harsh winters can take a toll on one's mental health.

Still, the city's strategic location on the Amur River has made it an important trade hub with Russia, and there are natural attractions like the Wudalianchi Volcanic Range to explore. But overall, Heihe is best suited for those with a high tolerance for isolation, frigid weather, and red tape - the average expat is likely to find this frontier city a challenging place to call home.