I can speak to the difference in COL for SF.  In San Francisco, you can easily pay $2000 a month for a studio or 1 bedroom apartment, even in an iffy neighborhood or with a very long commute (1 hour plus).  With a room mate in a 2 bedroom you can still easily spend $1500-$2000.  Housing is VERY expensive in SF!  People routinely get a place and convert the dining room and living room to bedrooms for extra roommates just to get the price affordable.

This week the gasoline price in SF is averaging $3.20 per gallon while it is "only" averaging $2.70 in other places.  Gasoline is ALWAYS higher in the Bay Area than any other place in the country. 

Utilities are going to be higher in SF than in Phoenix (thank you Enron), although you won't pay for air conditioning if you live in SF or Daly City.  You will however pay for heat year round.  Mark Twain once said, the coldest winter he ever spent was summer in San Francisco.

Medical insurance is going to be higher in SF, even if you work for a big company and are on a major plan.  I have the most expenisve plan my company offers so that I can have the right flexibility for my family.  It was costing me $370 a paycheck (2 checks a month) in SF.  We recently relocated to Oregon.  I'm still in the same job with the same employer.  The same, exact plan, same coverage, same deductable is now $206 a pay check.  Sure, there are cheaper plans I could have gone with but even those are much cheaper for employees in other states.

Some groceries may be higher, some lower, probably a wash.  Veggies are plentiful, year round and not too expensive in California.  Good California wines are very inexpensive when you buy them in California ($10 and under a bottle gets you a great wine).  There are local minimum wages in San Francisco that can make getting a Starbucks coffee or a sandwich at the deli a lot more expensive than you're used to.

Local sales tax, state taxes vary also.  I know that what's taken out of your paycheck for taxes is higher in California than in Arizona since my assistant is in AZ and we had him listed incorrectly on his first check and had to sort it out.  Those are all things that add up.

Car insurance is MUCH higher.  Ours dropped by half when we moved to Oregon (and we're in a metro area here so it wasn't that).

So, could you make it in SF?  As a single person willing to have room mates and commute (by the way, BART runs about $15 per day round trip depending on where you get on and off), yes, you could probably make it on an average salary.  Could you live a lot better, nicer, more comfortably in Phoenix on the same money?  Absolutely.  But then it never gets to 110 degrees in SF either!

Tess