I went to NYC last week and it was incredibly unimpressive. Granted I only spent a day there, and I got a $80 meal that was unique and something I'd never get a chance to have back home, but if you've been in a major city, NYC is only slightly more chaotic. When walking amongst the buildings, you're not looking up, so you don't notice the skyscrapers are 90-100 stories as opposed to 50-60 in your local big town and when walking amongst the buildings, you can't see the spread of it all, so you're not aware of the big picture size of it.
9/11 memorial site was pretty moving though.
It all depends what you want to do though, some of my favorite vacations have been to the middle of nowhere rural Midwest (KY, Indiana, etc) and relaxing as opposed to sightseeing.
Don't go to Europe, you live in Montreal.
If you want adventure, like skiing or water stuff, go to Florida or Colorado.
If you want sightseeing, go to San Fransisco or New York.
If you want night life, go to New York or LA or Miami.
If you want relaxing and/or hiking/fishing/etc, go to Tennessee, Maine, Georgia, etc.
Just don't stay in Canada. See the world, I wish I had an opportunity to go international other than driving up to Ontario.