These phrases usually mean that every place (city, country, etc), where we don't live, seem better for us to live. I heard something like "grass is greener" but not sure.
It's The grass is always greener on the other side of the fence.
The grass is always greener on the other side of the fence. Other people's lives always seem more desirable than our own. We're never satisfied with what we have. The proverb has been traced back to 1545. The original idea can be found in the poetry of Ovid (c.43 B.C-A.D. c.18): Fertilior seges est alenis semper in agris ("The harvest is always more fruitful in another man's fields"). First attested in the United States in the Bangor Daily News (Me.) (1959) and the New York Times (1959). Variants of this saying include: The grass is always greener over the next hill; The grass always looks greener on the other side of the hill; The grass is always greener on the other man's lawn; The grass looks greener on the other side of the pastures; The grass is always greener across the street, etc. The main entry is listed in major dictionaries of American proverbs. It is one of the 101 most frequently used American proverbs, according to lexicographer Harry Collis, and one of the 265 proverbs that every American needs to know, according to E. D. Hirsch, Jr.
--Dictionary of popular proverbs and sayings, Gregory Titelman.
While the grass is greener is widely used, you ask for other sayings with a similar meaning.
The streets of London are paved with gold. Using whichever city is appropriate for the location of the speaker.
Dating back to the story of Dick Whittington, who was Lord Mayor of London in the 15th century. This allegedly true story, published about 1600, carries a moral. The moral remains implicit in the modern use of the saying, that the fabled other location isn't actually better than home.