Riverwood, to sell stuff then off to bleak falls with a pit stop to kill the bandits in that tower, sorry forgot the name. That gives you enough loot to get a pretty nest egg started.
Whiterun just so I can quickly talk to the Jarl, and then do as I please. I never go one place in particular, sometimes solitude, Riften, markarth, windhelm, winterhold, and other times bleak falls barrow. Just depends
(( I went to Whiterun as I had a "secret hideout" mod I wanted to try out. It was pretty cool and served as a nice base of operations, but now i hardly stay in cities, more likely to be found camping out in the wild. ))
Sometimes I take the road to the left (before you go down the hill to the Guardian Stones, I think) and head towards Falcreath. Can loot some nice monk robes and thalmor gear at a statue/shrine on the way.