I'm not going to put these in any particular order but here's my feelings on the cities.
Winterhold is very lackluster although it does give an isolated feel which could be cool for some characters. If it didn't have the college it would be completely useless.
Falkreath is a very average small town, I would say it's very bland. It does have an alchemy store which not a lot of small towns can say that. The hold is fantastic.
Morthal is probably the worst town/city in Skyrim IMO. There's nothing that excites me in that town. It too is very bland but unlike Falkreath the hold doesn't offer much.
Dawnstar is a decent small town, I actually like it the best out of the 4 smaller cities.
Whiterun is a great town, that's very centralized and it has the companions guild. I personally love this city.
Windhelm is probably the worst big city, the snow makes it feel cold but the town doesn't really offer much.
Riften is a nice city, it has the thieves guild although it's corrupt. The hold though is fantastic.
Markarth is underrated in my opinion. The Dwarven building style gives it a unique look and it has one of the best holds in the game from both gameplay and asethics.
Solitude is probably my favorite city in Skyrim, although the hold is kind of lackluster. It does have some of the better side quests in the game.