Well, I desired and moved to SF exactly because it's the closest thing to a dense urban jungle that I could find in California. I even dream of moving to a denser part of the city one day, once I can reasonably afford it, but those parts are so in demand to be pricier.
sidentoe: If you wanna live out a super dense dream/experience on the cheap, go spend 6 months in Seoul, I lived in Manhattan for 10+ years and still found Seoul pretty intense.