I stayed in Lyon for half a year during 2008 and I liked it very much. To be honest I like it more than Zürich. So if you have an opportunity to relocate there I would definitely recommend it.
My favorite "pros" are:
* Running along the river in t-shirt/shorts and enjoying the smell of something green (no idea what it was). Relaxing afterwards with a bottle of water and just enjoying the moment.
* Long dinners late at night
* The metro which ran every 2 minutes (who needs a time table?)
* Excellent choice in the supermarkts, fresh selection of fruits, great selection of cheese, bread and everything else. In general the food was very good. As for other shopping I never searched for something without finding it, so unless you have very special needs I'm sure you will find it in Lyon as well.
* Nice and open people, I don't know if I got lucky but people were generally friendly and accepted my feeble attempts at speaking French
* The architecture, lots of old houses and you get a very "historical" feeling when walking around in the city.
I actually enjoyed Lyon more than I have enjoyed Zürich so far, I hope it will change but I would actually prefer Lyon over Zürich if I had to choose...