Used to live in North Dakota and felt sticky most of the 3 months of non-snowy weather we had. Then, moved to San Antonio, which was similarly humid (if not a bit more at times) and was humid year round. I still miss SA, but did find I went in the hospital at least every year and did feel a bit "funky" and SOB most of the time I was there.
Now, when we go back to ND, I feel like I'm almost choking on the air! Its fresher than Vegas and smells a lot better, but is probably a bit harder to breathe for me overall. I like DRY air!!!