Renta is right, at launch each place was equally crowded, I would venture to say that Limsa was by far the most populated due to the best low level grinding areas (particularly sheep).

As time passed you began to see Uldah taking over as the main storyline forces you to go there to complete missions, as well as the fact that most of the full time crafters resided there as well and that was really your only chance of getting gear.

Time continued on and when the SP was best for solo players it was coblyns that were the best sp/hr by far, so Uldah still remained the #1 place to be.

By this point a majority of the population just considered Uldah the place to meet people, shout for pick up groups, sell their items in the wards, and just basically always be. The way anima is set up you'd punish yourself for trying to root yourself in a different city.