Well, I would say Portland and places in CA. However, it's hard to choose when you list all your criteria. LOL. Dog clubs. Please!
Come move to Cali, help us broaden the Sheltie owner craze out here. lol.
Pros:
WEATHER. Think about it. Year round trialing w/o having to suffer in the heat nor the cold (okay, for the most part)
We have the same issue with beaches, except for 2 (in 2 diff counties).
I'm sure we have lots of clubs. No clue about them though.

You could probably eat outside all year round with your pups.
6 dog parks within 20 mins (that I can think of, there may be more), including one beach
premium stuff available all over the county, some very frou-frou and expensive, some down and dirty but cheaper
lots of behaviorists, psychics, chiropractors, etc, etc, etc. It is LA.
Cons:
It's darn expensive. Not sure how much you pay, but for agility training, we pay about $20 per class and that's about average
Is that really the only con? Okay, I'm biased. Never lived anywhere else, so what do I know. However, I have thought of moving to Portland, OR. VERY dog friendly there, but not sure about training and stuff like that. I did a search and San Diego pops up everywhere for dog friendly. It also has the most moderate temps in the US (average 71 year round). I'd still move to OR, even though my husband said, "Miko would hate you, we all know how he is in rain" (he hates it and think I'm torturing him).
Good luck with wherever you move. Sadly, I would look for an agility club/training facility that I like first. LOL.