i'm a canadian who's lived many places but is currently back in zurich. feel free to PM me if you like.
for me, the road riding here is the best i've had anywhere, bar none. clean, safe, smooth roads, and, as mentioned, all the variety you need. running is excellent, as trail networks are very good, though there's very little 'wild country' in switzerland if you really want to get way out there. swimming is pretty great in summer, what with all the lakes, but logistically a bit tougher in winter w/r/t pools. i've been spoiled in the past, i suppose. but saying that, i live about 500m from a nice indoor 25.
the racing scene is quite good, though it can take some decoding for outsiders. far more variety than north america in terms of disciplines and distances, which you might find fun. i'm racing about 15 road races this year, and only 1 or 2 will actually be standard 5k-10k-half marathon distance, the rest are all random. ditto triathlon - don't think there are any standard sprint/oly/halfs.
life generally is expensive but i find racing probably cheaper. i just paid 30 francs to do an 11k running race, which is possibly less than i'd pay in canada.
anyway, good luck!
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https://lshtm.academia.edu/MikeCallaghan http://howtobeswiss.blogspot.ch/