Some locations just can't be re-created on a sound stage. This requires that you go to them.
On location shoots can be a lot of fun, but they can also be taxing. Regardless, you're going to be exhausted at the end of the day; a good location simply means you're getting to enjoy something interesting while you work.
One universal truth to film making - be prepared to do a lot of waiting. Shots take a long time to set up. Boredom abounds on sets. And the bad thing is that when it's time to get the shot and go to work - you have to go from idle to full-throttle instantly.
The more flexible and relaxed you are - the better you'll be able to cope with the challenges of set life.