I've found (and my doctors have mentioned, but only in comment not in "well studies have shown") that humidity makes my lungs worse, it's easier to breath in a dry climate, but TOO dry is just as bad as humidity.
I can breath the best in cold, TOO cold is bad, but 'chilly' seems to be best for me. I had always kept my rooms when I was a kid, and my apartment really really chilly (my dad and brother [the who doesn't have CF] always got mad at me for the thermostat) but I never knew why, until one day I was in the hospital and (as always) I had it really chilly in there, one of the nurses walked in to change my med and said "I love working on the floor with the CF patients, because they ALWAYS keep it really chilly in their rooms and I like that. It helps you breath doesn't it?" and I was like "I... well YEAH! It DOES! That explains why I always liked it chilly!"
Extreme heat (ESPECIALLY if it's a humid heat) as well as excessive sun wears my body out about twice as fast as a normal person.
So basically, for me, extremes bother me. If it's REALLY hot it's bad, or REALLY cold it's bad, or REALLY dry it's bad... for me basically any humidity is bad. I drive to Florida and start coughing the instant I cross the border. So hot and so humid!
Also, and I have no way to back this, but it seems when the AIR is thinner (like if I'm in Denver or something, at a high climate) my mucus gets thinner, but then again now I think about it I usually planes make me cough.
I guess we're all just all sorts of messed up ;-)