Two more to keep us thinking about some new cities...
Ankh-Morpork, the Jewel of the Disc
Mentioned a little above, A-M has the distinction of being gloriously gritty and corrupt, slightly evocative of an early New York City. It's strength largely has to do with ideology -- the concepts that run the city are as important as the day-to-day operation of anything. The Patrician rules by manipulation, the Thieves' Guild has a standing contract for a number of robberies per year, the Beggars have a guild, the Assassins are gentemenly and soulless, the City Watch is dedicated but motley, and the city is being dragged through something of a technological revolution. The locales are not so interesting as the people you'll meet, and adventure springs from characters and ideas more than from monsters and treasure. And at the center of it all sits the Unseen University, a wizard's college in an arcane tower.
Why It's Awesome? Ideas are real in the Discworld, and that makes a place with so many people a very likely place for a lot of crazy ideas to become very powerful very quickly. A-M is great not only for running a slightly comedic game, but also as a fantasy vehicle for commentary on the modern-day events in our world. Racism, itellectual property, capitalism, and an entertainment industry might not be good topics for adventure in most standard games, but in Ankh-Morpork, they're ripe!
Midgar, the City of Shin-Ra
Not mentioned yet is this central city to the Final Fantasy 7 universe. It is a decrepit icon of corporate greed and toxic pollution, whose lower class lives almost literally underground, separated from the upper class by a metal plate. The upper class consists of people employed by one massive city-wide corporation, Shin-Ra, whose main product is power generators that promise "free, nearly-limitless energy," known as "mako." In truth, this energy is harvested from the spirits of the dead and the unborn, and revolutionary organizations (dubbed terrorists) from the slums are building with an awareness of this, and of the ecological disaster which it harversts. Genetic experiments like cloning are also not out of the picture, as Shin-Ra maintains a paramilitary group known as SOLDIER whose members are very elite, and who have had exposure to mako radiation.
Why is it Awesome? Techno-fantasy dystopia. Very much in the "magi-punk" genre, Midgar serves as a blight on the planet where the poor have worthless lives and the rich pursue decedant and perverse pleasures at the expense of the people, the planet, and anything else they desire. The slums are dangerous, riddled with monsters, and Shin-Ra itself serves as a great monolithic force for evil. Modern themes of sci-fi can be explored with swords and magic, such as the ideals of environmentalism, or the limits of "designer genetics," or possible abuses of unchecked corporate power. Rebellion is heroic here in a way that it isn't in most cliched fantasy worlds.