There are numerous obvious choices.
Waterdeep is one of them. It offers intrigue, bad quarters of the town, a grand dungeon directly beneath the city, and an underdark trade city, Skullport, where creatures of all races and alignements mingle. Numerous other locations for adventures are also close by. There are several 2E sourcebooks dealing with Waterdeep.
Baldur's Gate is another obvious choice, a great city with colonies in Maztica. Less official material, but many will be familair with the computer RPG version of Baldur's Gate.
Calimport is also a good choice, rich in history, with the flavor of 1001 Night, desert adventures, palace intrigues, old, ancient catacombs, a criminal underground of vast proportions, exotic mansions and foreign traders.