In no particular order...
1. Limsa Lominsa
I started as an arcanist, so Limsa is kinda like my hometown. And because it's my home I love it despite all the weirdos at the main plaza and npcs who think it's "talk like a pirate day" everyday. Oh and the music obviously, feels me with enthusiasm everytime.
2. Ishgard
Ishgard is just awesome. When i first got there I spent quite some time just walking around with my mouth hanging open taking in the architecture. Also the moment you enter it for the first time and get hit with that music theme is just perfection.
3. Kugane
What can I say, I'm a huge weeb ¯\_(ツ)_/¯
4. All the rest of them
I think there is something to like about every city and I can honestly say that I wouldn't call any of them my "least favourite"
(okay maybe Rhalgr's Reach but I don't like Gyr Abania in general and it's barely a city anyway so...)