Greetings, duende123!
It depends on what you mean by "nature." If you mean city parks with some trees, Montevideo does have those. If you mean spaces like the US national parks where you can spend days exploring, Uruguay does not have that. But keep in mind that Argentina and Brazil are right next door, with nature in vast expanses and incredible variety.
This Wikipedia article might help give you an idea of the public nature areas in Uruguay:
http://en.wikipedia.org/wiki/List_of_Na … in_UruguayUruguayans like to make weekend runs to the coastal areas, for beaches and camping. These range from primitive Cabo Polonia to Punta del Diablo (popular with international backpackers) to stylish and trendy Punta del Este. For non-beach areas and a little topography, Minas is an option, especially if you don't mind seeking out your own adventures. Here are some photos that give you an idea of that area:
http://adamleandra.blogspot.com/search?q=salusAlso check out Parque Salus.
Establishing friendships with fellow expats and immigrants is pretty easy, as they are also looking to make new friends in their new country. A number of Uruguayans are also keenly interested in meeting foreigners and having the chance to practice English. But most Uruguayans do not speak English, so if you speak Spanish that will open up many more doors for getting to know your neighbors.
A variety of things to do ... hmmm ... compared to where? Coming from San Francisco, you might be disappointed in the cultural opportunities available even in Montevideo or Punta del Este. (But again, Buenos Aires is just a ferry hop across the river.) Growing up in the rural Midwestern US as I did, I'm delighted with the opportunities here. :-)
In answer to your last question, I moved to Montevideo from the US in 2006 and have not regretted it for an instant. But everyone is different, and looking for different things. Come visit for a while; see what you think....
Shirley