Village - To be honest, I don't recall any village prior to the installation of Interesting NPCs striking me as particularly memorable. I remember Riverwood, because why wouldn't you, and Ivarstead, because I had just spent like an hour squat jumping my way up the mountain to High Hrothgar -- because why doesn't the map have roads on it? -- before I stumbled upon the village and they were like HEY THIS IS HOW YOU GET UP THERE! I'mma say Riverwood. Just because it's an answer.
Settlement - Shor's Stone. Sylgja is there. And my first time through, I was running and at low health, and the miners were sitting at their firepit for dinner and they all leapt up to save my ass from the spiders and wolves that were chasing me. It was awful nice of them.
City - Solitude. I usually tend to gravitate toward the upper crust cities (Cheydinhal was my favorite from Oblivion), and I like the architecture, the weather, the scenery, and a lot of the NPCs. It seems like a place where stuff is actually happening. Also, Jordis is the only housecarl I've had from the vanilla game who has never gotten me killed in an excruciatingly stupid way, or suddenly wigged out and decided to attack me (Valdimar joins her if we count Hearthfire).