For cities, I've only been to Whiterun and Solitude but the thing is I like them both and I think I'll end up liking all of the Skyrim's cities for different reasons.
With Oblivion it was very different, it was more of a Yes/No type deal when I explored the cities, if I didn't like one city, I would just move on to the next one.
Again, I've only discovered 2 out of the 5 big cities in Skyrim, but I think they all have their own characteristics which makes it hard to leave a city behind.