NH is much nicer than Maine. Maine is one of the worst welfare states in the US and has an absurdly high unemployment rate. It's better than Mass, but it's still a stink hole. Great place to visit, horrible place to live.
And for the record, Lake Winnipesaukee is a bit nicer than Lake Sebago. But, the White Mountains top either.
I've lived in Mass for 55 years and have never had a stink hole experience, with the exception of 1 year in Brighton when I was 22 (yet, I had a blast that year).
I hate cold weather (more and more as I get older), but other than that, Massachusetts has been a great place to live. Convenient to city, beach, mountains, lakes, all NE states and NY -- with diversity of lifestyles, art, entertainment, culture, ethnicity, history, urban, suburban, rural, wealthy, middle and poor. It's an amazing state with all that happens within a relatively small geographic area. The only thing that makes me yearn for something different is the weather.
Incidentally, my office is in Bedford, NH, and I work all over NH (a little in other NE states and went to school 4 years in Ct), and I am very familiar with all of New England. Everything considered (including taxes), Massachusetts is by far my favorite NE state.