Where in France should I study abroad?

I just spoke to a French guy on a plane and he said not to go to Marseille(my ideal destination). I'm open to other places in France and Europe but I'd like to be near the coast. Also, how often does it snow in different parts of France if at all(I live in Florida, I'd like to see some snow) What about Denmark? Any tips, advice, warnings, experience for and American interested in studying in Europe, especially France?