Yet even while recommending the virtues of cooler, more genial provincial towns like Jos or Calibar, those who choose to stay in this extraordinary place take a perverse pride in belonging to one of the world's most frantic and exhilarating cities.
In recent weeks Lagos, always a hotbed of rumour and speculation, has been swirling with stories of arrests and executions, of plots and conspiracies, of incipient army coups and of plots simply being dreamed up by the regime as a pretext for disposing of people it finds disagreeable. The Catholic bishops, who have been consistent and united - and not a little courageous - in their calls to Nigerians to reject military rule as a form of government, pleaded again this week for the generals to spare the nation the spectacle of a bloodbath, and to return the country to full democratic rule.
Nigerians feel angry, as they should, at the incompetence and waste of a generation of leaders, civilian and military, who have shamelessly jostled to get their snouts in the trough of the country's vast oil revenues. But they also feel chastened, a little humiliated. A few years ago, Nigerians spoke confidently of Nigeria as a "great country", and felt themselves the natural leaders in Africa: prosperous, cultured and politically sophisticated. Now the prosperity and the moral authority, and with it the self- assurance and much of the self-esteem, has gone, replaced by a cynical resignation to the mendacity and greed of generals and politicians.
In Lagos, there's something of the air of Prague or Budapest in the mid- 1980s, the same sense that the bond of legitimacy - however grudgingly acknowledged - that links people and government in a healthy society has snapped. The trick of saying, or hearing, or reading one thing (whether it is the "official" visa requirements or the "official" exchange rate for the Naira or the "official" government line on a return to civilian rule) while believing something utterly different has become second nature. Much of public life, almost the whole arena of public discourse, has become so poisoned with deceit and corruption that it has lost all credibility. Society has become, literally, demoralised.
When this happens, people turn inwards. They lose faith in the institutions of change. They recoil from investment, enterprise or risk. They look no further than providing for themselves and their immediate families, they save up to buy some consoling new imported consumer bauble for the corner of the living-room, they put a little aside each week for a wedding. Honesty, plain speaking and conviviality are increasingly shunted off to small private worlds, confined to gatherings of family or friends.
In this atmosphere of dissatisfaction and disillusion, the appetite for salvation grows less picky and less satiable. Every wall and expressway pillar in Lagos is festooned with posters advertising pentecostalist rallies and healing services. In every suburb, buildings have been taken over for use as chapels or meeting houses promising signs and wonders, miracle cures and material riches, happiness and success.
The deliverance they offer is certain, quick, and personal. Beside it, the path to redemption indicated by the Catholic bishops and the leaders of Nigeria's other mainstream churches appears far-fetched, tortuous, and overcrowded. They snipe away doggedly at the military regime. They preach on the duties of citizenship. They call for a culture not of individual gratification but of solidarity, a Nigeria in which people care about the truth and about each other.
When the world is hazardous and unlovely, the temptation is to despair of it, to apply for a personal passport to salvation, to seek retreat behind carefully constructed barricades in tight, cosy communities of virtue. It is a temptation one does not have to go to Lagos to wrestle with.
Christianity keeps in front of our nose the inelegant and inconvenient truth that in some mysterious way our salvation is bound up with that of the whole of creation, that our flourishing is intimately connected with that of the whole human family.
To trust, as the bishops do, to the energy, intelligence and integrity of Nigerians to build a new prosperity and self-respect beyond individual, tribal or religious self-interest is an extraordinary act of faith - but the resources, human and material, are there to turn their vision into a reality.