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I would describe the upper midwest where I used to live as being the worst of both worlds. Winters were frigid polar vortex cold, long and grey. It felt like the sun didn't come out from November to March. Early summer was nice, but July-August was just hot humid and buggy. Spring and fall were ok, but the pollen was unbearable at times. Summer pollen was pretty bad too, I don't know what kind of super-pollen they have up there, but it affected me far more severely than anything in the mountain west or deep south.
I'll have to guess North and South Dakota? I'm in northern WI and winters are long, but summers are great, though, so short.
Maybe higher elevations out West where you can have extremes any time of the year? I don't need snow in July, that's for sure.