Rent is cheaper than SF. Average going rate for a 1 bedroom apt. in places like Zurich is slightly less than 2k (this includes utilites).
You can save big time by not having to use a car. Switzerland has an excellent public transport system. This also gives you a lot of freedom in terms of where you want to live (which also influences rent prices). There's an ubiquitous Zipcar-like service.
Imported goods are usually the same price as the rest of Europe ("Swiss" markup is offset by lower VAT most of the time).
Everyday goods such as food are much, much more expensive, though. Expect to pay about 20-25 CHF for a meal in a "hole-in-the-wall" kind of place. For a nice evening out for two, add a zero to this. Groceries cost accordingly, chicken breast go for 13-20 CHF per pound for example.
Still not the most expensive place I've lived in, so I can't complain.