I live in Riften, i like it 'cause unlike the other cities it ain't full of nords, there's more variaty in races. Also since i restored the thieves guild there are more markets than in any other city and they are close to the house, and tonilia has 4000 to sell your stuff.
The house itself is not that great but it feels cozy, and the best of all is the easy access, you're just one door from skyrim, you can even park your horse im the porch!! How awesome is that

I also own a house in whiterun and markarth, the markath house is really nice and the city is beatifull... But i hate every single ppl in it!!
Oh and lydia, she pretty much dead already so.....