Whiterun might have been planned to be bigger at one point, I mean Nazeem has a key to a Manor that never made it into the game but Solitude is the capitol of Skyrim so wouldn't that be the "Imperial City" of Skyrim?
I was disappointed in Dawnstar, Morthal, Falkreath and Winterhold because those are capitols and are just villages really. Morthal is even the capitol of a hold that doesn't have any other towns... thankfully MODs changed some that.