Lu’an, China

Forget the "beautiful mountains and clear waters" - with a permanent population of 4.3 million and an urbanization rate of just over 51%, this sprawling city in western Anhui is a bureaucratic headache. The tax burden is heavy, thanks to the region's abundant mineral resources like iron ore and molybdenum. And while the climate is warm and humid, the long, damp winters can be a real slog. Still, the city's strategic location between the Yangtze and Huaihe rivers, plus its developing transportation links, make Lu'an an option for those willing to navigate the red tape. But this place is not for the faint of heart.