When I was a kid I grew up in a tourist trap city, where it was dead in the winter but once summer came there were crowds of people everywhere. My dad especially hated it, and both of my parents packed us up and moved to a small farm town in a different state in (literally) the middle of nowhere. We're talking dirt roads, no sidewalks, have to travel 30 or more minutes to the nearest grocery store, hospital, dr's office, you name it. It was a huge change and took me a few years to get used to the travelling, random people waving at me, always wanting to talk, always saying things like "Oh hey you live [on this road] right?" or "Your parents are so-and-so right?" that would freak me out. Living in a small town, any sort of little change had people talking. I hated it growing up, and as soon as I went off to college I moved to a big city because I was sure that I wanted to live in a big city again so no one could be in my business and I would be left alone. But after I moved back to the city I realized I hated it even more. Too many people everywhere, houses so close you could look through your window and see through theirs, people driving like maniacs, the constant honking of cars and people yelling, men not leaving you alone as you walk down the street. I found myself missing the fresh air, the trees, the sound of birds every morning, not having any neighbors or the closest neighbor being a mile or more up the road.
There is a certain kind of privacy whether you live in the country or city but the kind of privacy is where it's different. In cities you are able to live your life, but at the expense of having to deal with being around people constantly. You're never alone in the city, not physically anyways. In a rural area in a small town, while you may live by yourself on a nice plot of land with little to no neighbors, the people are still going to know your business whether you like it or not. And if you have no business, they will make up business just to talk. Like theoutsider mentioned, many of them tend to be simple minded and are always focused on gossiping.
For me, it's about having a happy medium. My ideal location is living in the countryside with few neighbors and on a nice plot of farmland (with my own little farm and garden!) while also being 15 - 20 minutes away from the closest small city with all the amenities. I'm currently living in what I like to call a rural suburban area right now. I'm 45 minutes away from the biggest cities in this side of the state in either direction and 20 minutes away from smaller cities in between. Because I'm in the middle of two major cities, the rural areas around here are still somewhat urbanized. There are sidewalks, small stores, and fast food places. I also don't know my neighbors, they don't know my business, but they are pretty friendly, and I'm constantly surrounded by them. There is not a lot of country or farming around here. What little countryside there is is owned by commercial farmers. Land is very expensive here hence why there are little to no independent farmers. Not exactly my ideal location but it still beats living where I grew up and the big city I used to live in.