I did a poll on this for OB and MW a while back and now I'm updating it with Skyrim. I'm also including a few towns from MW that while technically not cities, were actually significantly larger than some of what are considered cities in Skyrim. >_> Also please say what you like about your favourite cities.

Sorry about the lack of a second list of cities... it's screwing up for some reason and won't let me add it. I've asked a moderator about it, just have to wait. If your favourite city is not here, just wait, hopefully I'll be able to add it soon. EDIT: Okay, looks like the problem has solved itself

Hmmm,I'd have to say Sadrith Mora,the exteriors were not that exciting but the interiors for Telvanni Towers were kickass.

But I wish you'd make the poll so that we would pick our favourite city in each game.

Whiterun, I love how it's tiered and the architecture is beautiful.

2/4 people double voted. -_- Please don't do that guys, make it a fair poll.

Morrowind means the most to me. Out of those cities, I went with the one that looks prettiest in my current game, and one of the two that I remember making a real first impression on me.

(It was raining. I love rain. It was late in the evening, which felt appropriate after a morning of learning the basics in Seyda Neen and then a long ride to Main Quest City. The tops of the buildings continued on beyond my fog distance, and I could see people below me, with torches.)

By looks/feel alone, my favorite so far is Port Telvannis, as seen in Tamriel Rebuilt. This is understandably missing from your poll. Markarth is the best in Skyrim for it's unusual 3D layout. I have trouble finding one that stands out as the best in Oblivion, but if you merged Leyawiin and Bravil into one city of colorful houses with lots of wooden bridges, that would be my favorite.

I picked bruma.

Whiterun, its just astonishing.

Solitude and Balmora would probably be vying for first place, with Whiterun and Markarth closely following, Vivec and Mournhold sitting comfortably behind those.

That is, if it weren't for Pelagiad.

It's still my favorite place in Tamriel, somehow... Just good memories, even though technically it can't match any of the other cities.

I haven't seen Falkreath yet. But, so far, my favorite city in all three games is Solitude. There's nothing like it in any of the games. When I'm near it, I just stand there, looking up in awe.

Definitely Ald Ruhn. It had such a unique feel to it, it felt like a classic adventurer's city. My runners up in no particular order are Sadrith Mora, Anvil, and Markarth.

Yes, well I'm only counting cities that are actually part of the games as made by Bethesda.

I think my post made it obvious that I wasn't expecting you to.

I picked Balmora, if that was unclear.

Badump

The sentimental favourite for me is unquestionably Ald'Ruhn. Not as somewhere I'd ever want to actually live, but such a cool city where I think they really nailed the theme. I have the biggest soft spot for House Redoran of all the major factions in Morrowind, plus they probably have my favourite architectural style too. I love the idea of the sort of stoical, tough-as-nails people who would build a major city in the middle of such a harsh, dust-storm-wracked waste; and the style fits it perfectly. Oh yes, and then there's the half a city built inside the shell of an enormous crab, which is just the coolest thing ever. Even has some very nice, tasteful interiors too. On a similar note, I really love Gnisis as well.
Runners-up prizes to Sadrith Mora and Vivec, which are both very close behind.

I'm so glad the new game has such excellent cities as well, after the entirely unmemorable Oblivion ones. Not sure I could pick a favourite between Markarth, Windhelm, Whiterun and Solitude, they're all completely excellent.