The cost of options

In the financial world, one can obtain options -- an opportunity (but not an obligation) to purchase (or sell) an individual stock at a set price. These options, while beneficial, do cost something -- an instance of a popular slogan "There is no such thing as a free lunch."

The more I've thought about Chicago, especially compared to less densely populated areas, the more many of the differences between big-city USA and rural America seem like a bunch of options. Below are some examples.

Option Value	Option Cost
Being able to talk to people having a vast array of personalities and coming from completely different backgrounds	Seeing the impoverished lives of beggars every day
Taste of Chicago, with dozens of great restaurants to sample	Taste of Chicago with tens of thousands of people
A wide array of parks and events around the city	Sales Taxes
Restaurants galore for breakfast, lunch, and supper	Each individual restaurant costs more

Some similarities and differences arise with the financial industry comparison. Similarities are that each option has a value and a cost, at least apparently to me. Differences include the fact that each individual option has different value to different people, because different people have different tastes (in the stock market, option values are typically about the same for most everybody because everyone has the same goal). Also, these options cannot be "purchased" individually -- one can either live in the city or not in the city, though those in the suberbs might have a case otherwise.

So what do you think? Am I totally off base? Is this same-old same old? What differences cannot be described with this options analogy? What options go the other way?