Mirrors edge city, San fierro from san andreas is awesome and a few cities from ff9. ALso Meltokio from tales of symphonia is a favorite of mine.

Willamette, Colorado from the first Dead Rising and all the cities in the AC games.

WAOOOOO!!!!   I was going to say the sky or heaven town in Chronno Trigger!! I still remember the feeling and my sorprise when I came to that place playing the game that introduce me to RPG, it was magical

Dollet from Final Fantasy 8.  Though I love all the towns in that game, I like the architecture best in there.  Like, from the roof turbines to the patio at the docks; gives you a modern look laced with the future.

L.A. in L.A. Noire (pity there isn't much to do in it...)
Kamurocho in Yakuza (small but lively, accurate depiction of Kabuki-cho with hundreds of things to do.)

And all the cities I make in SimCity.

kavatch from oblivion . . . owait

Yakuza's Kamurocho. Most "alive" town in any game(non-online of course), IMO.

One of my favorite locations is the Gold Saucer. Regardless of the section, you really can't go wrong.

One of the more creative places in gaming.

rapture

zanarkand

Uncharted 2's City from chapter 5 onward... is really beatyful... indoors and oudoors...