I own both Proudspire Manor (Solitude, which I believe is one of the biggest house from the original game] and Breezehome in Whiterun. I do agree with everyone that Whiterun is a more "alive" city than solitude, and everything is closer together as well, so that helps if you need to sell off some equipment when you are overburdened with weight after a dungeon siege. It also does feel more like a home than Proudspire Manor.
However, I still tend to go to Proudspire more because of the add ons, like the armor maniquins, weapons rack, alchemy and enchantment tables. The latter two are important for my character, so its handy to go "home" to work on those.
I do like this thread though, because it gives me some ideas for other houses that I want to buy. I am "on the market" again, having gotten rich again after finishing the Dawnguard quest line.