Higher elevation (or cooler climate) cities/towns NEAR the Big Cities

I want to explore Brazil as a possible place to do an early retirement on a pension.  I know I will like the people (have met Brazilians here in Calif.) but I don't like hot humid tropical climates in general--so I need to know if there is a spot near Rio or Sao Paulo or Brasilia that has a significantly cooler climate than the Big City itself. (I want to be near a Big City).  I came across something on the web stating there are mountains near Rio...true? ... Thanks for any TIPS!