Honestly, Whitrun is easily my first choice for city to live it. Out of all the cities in Skyrim, it's the only one I keep thinking of as "home." The place is easy to navigate, It has all the essential vendors, a good leader, no corruption or crime to speak of, the people are mostly nice to each other, and so on. Despite leaning more towards the Empire than the Stormcloaks, people like Heimskr are tolerated. So it's a very liberal place by Skyrim standards.
Sure, there's the Battle-Born and Grey-mane fued, but it's not like they are stabbing each other in the streets, and their mostly friendly history together plus the fact that several members (Jon, Olfina, Alfhild) consider the whole affair to be stupid makes the whole thing seem like a temporary quarrel.
But more than that, all other cities just don't feel like places you are supposed to live in. It's wierd, I can't put my finger on why. In Oblivion I was as likely to settle down in Cheydinhal as Anvil or Skingrad or Chorrol. That's why I made a point of buying all the houses; because all cities had something that made me come back.
In Skyrim, Whiterun is the only city that gives me that sort of feeling. I may visit Markarth or Solitude but I never feel like I want to live there, no matter how nice the houses are.
Edited by Relativelybest, 16 March 2013 - 08:22 PM.