Whatever you do, don't go to Greece, Spain, Portugal, Italy or something similar. Yes the climate is great, but the working atmosphere is terrible! Personally I'd look at Germany. The weather is in general better than Denmark's and it's the 4th biggest economy in the world and it's growing like there's no tomorrow!
We are generally not fans of Summer... while not fans of majorly cold Winters either. Denmark's wiki page says 0.0 °C in winter to 15.7 °C in the summer. That sounds just about ideal for us
I'll do some Germany research.
You do hear of a lot of people in northern Europe with seasonal affective disorder...