The urban adventure is the antithesis of the dungeon crawl. Where a dungeon may offer two or three different paths, the city offers near limitless routes for the PCs. Both are great in their own way, but an urban adventure demands much more improv on the DM's part. Players will want to go to the tavern, buy equipment at the trading post, follow the suspicious looking character down the alley, or buy the local panhandler a few drinks for a rumor or two. And the DM has to bring all this to life, quite often on the fly and without prep as the players will almost certainly find something else to do other than what is planned. I like to do a lot of prep for my games; planning a dungeon is relatively easy as it allows a DM to focus his attention on one location, but the urban environment is a different beast and the campaign thrives on less prep. Sure, its always good to have details of the city laid out, some mini dungeons and locations to explore, and major npcs/villains/organizations developed, but the city allows the PCs to world build simply by going left instead of right. Every move they make in the city is opportunity for random campaign expansion, every decision and action they make has consequences that affect good, neutral, and evil npcs that will have a reaction. This is stuff that can't be anticipated and prepped, but really is what makes an urban campaign so great.
There are some good tools online to help make some of the more mundane personalities of the city easier, one in particular I find very useful is
this article, but the most fun is the stuff I create myself. For example, when my players are in the city they always head to the tavern where they hope to find adventure or trouble. So to respond to this I made a "Bar Brawl" deck - a collection of random events that could occur in a bar fight - written on flash cards. I presented a bunch of ruffians looking for a fight and in no time had a barroom brawl, so I put the flash cards on the table. This works similar to the Chase rules in the DMG, except I had each player draw a card at the start of their turn. Sample random events included:
Bell Rung: a bottle is smashed over your head from an unseen patron (1d4 damage; make a DC12 Constitution save or be stunned until the start of your next turn).
Knucklebones: your punch fully connects with your opponent and knocks him out cold. However, you broke your hand on his face and can no longer use that hand until healed.
Whoops: slip on some spilled beer. Make a DC 14 Dexterity save or fall prone.
Mob Rules: a crowd of people pile into you. Make a DC10 Dexterity save or be restrained.
Curse of Wile E. Coyote: a random anvil falls from above (+5 to hit, 2d6 damage). I couldn't resist...
And so on. The players had a blast and it added some humour into the scenario, as well as creating a cast of npcs and a memorable tavern in the city. Throw in the law showing up (or maybe the thieves guild running the joint as a front) and the urban campaign begins to run itself.