I don't really have a single favorite city, but Pallet Town and New Bark Town stand out as nostalgic places where I began my early adventures. They're quiet, and they don't hold much to do, but they remind me of the peaceful feel of home. I've also always liked Goldenrod City. I thought it did a better job of providing a city I wanted to come back to than did the cities in RBY (perhaps it was the Lucky Number Show, nearby Daycare, and train to Kanto that drew me in), so I guess it was the first Pokémon city I grew to love.
Some of the newer cities are nice, but places like Lumiose and Castelia seem too crowded to me, and they're difficult to navigate.