The traditional storylines are: 
* Dealing with a thieves' guild that has done something where the PCs need to fight their way in and recover/stop, 
* Fighting off an invasion (I like aberration invasions for a good Cthulhu feel - but undead, demons, cultists, fey, orcs, giants, flumphs, etc.. could all be interesting invaders), 
* Political intrigue where powerful members of the aristocracy use the PCs as a pawn in a diplomatic battle (perhaps framing them for an assassination), and
* Exploring a dungeon beneath the city.  
If you have established areas in your world, I suggest writing your own urban adventure rather than converting a preexisting one.  It allows you to pull in those essential elements that make the world your own.  Those elements are often more visible in an urban setting with a sense or order rather than in the chaotic wilds surrounding civilization.