I have been to all but Moscow.
New York is my favorite. Been there twice and I'd still love to go!
Tokyo is amazing as well, been there several times and still didn't get enough of it.
I went to Paris few years ago and it was quite enjoyable.
Rome... ah Rome...
And I don't remember much from London, but I know I didn't like it.
As for Moscow, thats one city I'd like to visit