Horta, Portugal

The cost of living in Horta is nothing to scoff at, with a club record of 156 goals scored by local hero Ricardo Horta. However, the heavy tax burden and persistent bureaucratic headaches are a reality check for any would-be expats. While the city boasts a thriving football culture, the climate can be a challenge, with the Minho Province team enduring two-year stints at times. This remote Portuguese outpost is best suited for die-hard fans and those who don't mind navigating red tape.