Cities have always been the weak point of Oblivion and Skyrim IMO. Especially Skyrim. Unlike Morrowind's Vivec City and Oblivion's Imperial City, there was no large politi-central city in Skyrim. Heck, in Morrowind, you get a second when you install the Tribunal expansion pack.
Windhelm was the worst IMO, witH Riften a close second. They just felt... tiny. Solitude had a lot of unused space that could have been used to make it feel a bit more city-ish. Whiterun could have expanded the middle district (I forget what it's called) to come around the western part of Dragonsreach as well. And I spotted more than a few spots in Markarth that could have had more houses or storefronts.
And that's not even counting the lesser hold capital "cities". They didn't even bother with ruins in Winterhold.