Markarth
Pros: dwarven, mountains, awesome.
Cons: Forsworn, and it's kind of easy to get lost, at least relative to the other eight cities.
Whiterun
Pros: Central, good for everything, Skyforge, Companions, killing Heimskr
Cons: Kind of basic, Whiterun hold is pretty flat and boring.
Solitude
Pros: Cool training grounds, very cool architecture, best non-DLC player home.
Cons: Elisif, Taarie
Windhelm
Pros: Good quests, ie Innocence Lost, Blood on the Ice etc, nice backstory with Ysgramor, first city in Tamriel.
Cons: Racism, Grey Quarter, relatively empty.
Riften
Pros: Mjoll, the Rift being one of the most beautiful places in Skyrim, adopting children.
Cons: Corrupt guards, Black-Briars run that damned town.
Falkreath
Pros: Best (imo) Hearthfire home, nice place that feels like Riverwood but much larger.
Cons: Large graveyard, very morbid place.
Morthal
Pros: Good quests eg Laid to Rest, nice layout.
Cons: Hjaalmarch is too swampy and boring, not much to do.
Winterhold
Pros: College, backstory.
Cons: Empty, not much to do other than College, College gets dragon attacks more than anywhere else in Skyrim, I swear
Dawnstar
Pros: The Pale is a nice place, cool docks, even if they have next to no use, quests eg Waking Nightmare.
Cons: Often gets attacked by dragons, not much to do.
Those are my opinions, anyway.