Mykonos (Mikonos), Greece

With a population of just 178, Mykonos is hardly the bustling metropolis its reputation as a party hub might suggest. The reality is an island struggling to meet the demands of over 10,000 permanent residents and countless seasonal tourists. Bureaucracy is a persistent headache, with the municipality covering a sprawling 105 square kilometers. And while the climate is generally mild, the infamous "meltemi" winds can make summer days a test of endurance.

Mykonos may be Greece's glamorous playground for the jet set, but for the average expat, the relentless crowds, high costs, and logistical challenges make it a poor choice for a permanent home.