Honestly, I love everything about Hoenn. The region in general is so beautiful and diverse, with deserts, volcanoes, beaches, rain forests... I think that all of the cities were awesome, and had something neat to offer.
That being said, though, my all-time favorite city was Lilycove. It had the department store, art museum and the contest hall, and it also had the Safari Zone and Mt. Pyre to the east. (Mt. Pyre is one of my favorite locations, so having a city close to that was a huge plus for me!) I love Lilycove, and I've always wanted to live there. The music was also really beautiful, such an elegant waltz.
A close second, though, would be Slateport. I loved the music in Slateport, and I also loved how bright and sunny it was! It had a really neat marketplace, a cool oceanic museum, and of course the beach to the south was really nice. Plus, you could get there via ferry from Lilycove, so the two cities were highly connected in that regard. If I had lived in Lilycove, I'm sure I would have visited Slateport often!