Dragon Bridge, because there's like nothing there. As for the major cities, probably Riften, if we're going by the people, that place is a sinkhole. As for general layout, Windhelm, because the entire city is a damn alleyway. I don't ever go to the Grey quarter cuz I have to spend like two minutes just trying to find my way back out again. That place is a giant cluster-[censored].
That's funny, I actually like Windhelm for that very reason. It feels like a very dirty, cluttered city. If thats what Bethesda was going for, they did a great job! If not... well I still like it anyway!

As for my least favorite city, probably Whiterun, just because I've been there the most often and I'm getting sick of it. (You tried mercenary work? It might sui-*SMACK*)