As a child I wish we had not moved, though not often it was enough that I never formed long term contacts.
As an adult, I stayed in a area that I have grown to hate. Now trying to get up the courage to move to a more normal area.
My advice would be, if you have REALLY STRONG connections with friends and family, you will really miss that in a new location
But if it is easy for you to make new friends and you have no major connections MOVE!
The ability to move and have a fresh start is something most would want.
The loss of close friends is something most would not want.
For me, I 'wish' I had lived in the same town all my life, where everyone knows and accepts you for who you are.
Naturally that is only a wish....