Cincinnati Heights?
Tripler
It’s a stab in the dark.
I live approximately halfway between a famous city on the water that has very high rent, and a big lake in the mountains surrounded by many ski resorts.
They thought (or wanted others to think, for marketing purposes) that there was silver here, and named the country for that, there wasn’t.
They thought (or wanted others to think, for marketing purposes) that there were good airs here and named the city for that, there weren’t.
They (the same “they” some years later) brought an entire tribe of native americans from the north here, to stop them from continuosly rebelling against them. Between the rigors f the march and being not adapted to local conditions here, the entire tribe perished (Andrew Jackson was not as original as you may think). The place is named after the tribe.
I figured someone would get Cincinnati. But it’s not the heights. I guess I played this badly, using a clue I thought at least some people would get.
Near the southern gate of the site of Queen Elizabeth I’s fox hunting grounds.
Yellowstone area? There’s one in California too (because of course there is) but I’m thinking that’s not where you are.
Oooh, ooh - Sacramento?
Would it be a State Capitol? Or very near one?
(Think Snow!)
I live near a big river that goes to the big water to the West before it gets to the bigger water. It’s hotter than hades most of the year, and each wildfire season is hopping. I live in the Devil’s shadow.
Close enough. Technically the greater Sacramento area and not Sacramento proper, though.
In hindsight, what I should have said was that I live close to a prison that a country singer once wrote a song about.
Where I live, frying an egg on a sidewalk is too easy. We use steaks, instead.
“Dust” is the state rock.
When people want to surf, they drive to a big toilet and catch the flush.
My cousin is there too. 
In fairness, you and I are not that far apart geographically, which gives me an advantage.
Your cousin is in Folsom State Prison? I’m impressed!
I live in a small town surrounded by a lot of farms, connected by two freeways and a railroad track to another city so big that it has no less than five major-league sports teams, but goes particularly insane when players on skates manage to hit a little black thing with a stick and shoot it into a net, and then fight each other like a couple of monkeys. For some inexplicable reason, whenever there’s an election, everyone here except me votes conservative. I think it’s something in the water. It’ll probably get to me, too, eventually.
Well, the city, not the joint. 
Lessee -2 baseballs, 1 basketball, 1 football, 1 hockey? Could be 2 football, 1 baseball. I’ll have to do some research. Sorry about the voters…
Two Words—“Bug Tussle”.
No, you’re thinking in American baseball-worshipping terms. It’s one baseball (MLB), one basketball (NBA), one football (CFL, not NFL), one hockey (NHL), and one soccer (MLS).
Actually come to think of it there are two major hockey teams, in the NHL and the AHL.
I was about to guess the big city was Chicago (two baseball teams plus others, and lots of farmland in the rest of Illinois), but I should have known you were in Canada when you implied hockey was the most popular of the sports.
I live near The First Ironworks in the American Colonies, not to be confused with The First Ironworks in the American Colonies further south, on the other side of Beantown, or with the other First Ironworks in the American Colonies that’s down in New Jersey.