Second Lhankmar, Manifest and Sigil. (Now that I've heard about Penance, I'm intrigued.) I'm going to nod to City State of the Invincible Overlord, but I don't have the current version yet (I so want it!).
Ptolus, the City Beneath the Spire: Here's a city where the D&D world lives and breathes. Fantastic creatures roam the streets - as citizens. An invisible pyramid floats upside down over the place. The guard aren't afraid of web spells; they think of them as nuisances. Adventure runs wild in the streets, above the city (in the spire) and in hundreds of amazing locales beneath the city in the Banewarrens, in the drow city, in Ghul's Labyrinth, and more. What I like about Ptolus the best? That it not just makes a place for adventurers (Delver's Square), but it embraces them.
The Free City of Greyhawk: Nostalgia runs in the streets like a flood. Home of Zagig! Local base for Castle Greyhawk, the most intriguing dungeon of my formative years playing D&D. It even has its own coat of arms prominent in the Gazetteer that still sits on my bookshelves. So many famous characters from Gygaxian tales walked its streets. Strangely, I never adventured in it, but I always wanted to.