Ul'dah definitely. Limsa might be a pirate city, but the Knights of the Barracuda (the Yellowjackets) and the Maelstrom ensure reasonable order (in factm the only real place you're likely to mugged or stabbed in Limsa is the Missing Member pub, and even that's next door to Maelstrom Command HQ, so they know to behave). Not to mention their head of state is someone you don't want to cross (hence the various pirate groups are kept in line mostly).

Ul'dah on the other hand, is descending into becoming a wretched hive. Gil rules everything there. The Brass Blades are little more than a group of thieves and thugs with a badge, they're owned by a corrupt merchant (Lord Lorilito), the corporate oligarchical government barely is holding itself together, the official head of state is little more than a figurehead with little actual power, and on top of that they're hassled by a beast race whose Primal is renowned for preferring to temper anyone he can get his claws on. Little wonder criminal gangs like the Alacran can burst into the Adventurer's Guild in broad daylight and attempt to assassinate people with impunity.