I remember to have read after Skyrim was announced and Todd Howard got interviewed that although the number of cities would be fewer in skyrim, they would be significantly larger and a few of them would feel really huge.
After I installed the game and ran into Whiterun the first big city I saw, was not that large and apart from the very cool architecture of the dragon's reach and it's large balcony I was not impressed with it's size.
Are there any larger cities then Whiterun, Windhelm or Solitude?