Forgotten Capital, definitely my favourite. Love the natural beauty of it. Very little artificial-looking (made by humans in the story) structures in it (certainly relative to other places), and it fits in the world.
I think lighting plays a real important part in the visual appearance of things too. I think I would have liked Bran Bal, for example, if it didn't look so artificial / fake / cartoonish. Compare that to stuff in FFXII, where I think a lot of things have a more realistic appearance in regards to lighting.
I think most FF towns' architecture is obviously appropriated with little thought going into design and world-building aspects, and sticks out like a sore thumb to me. What's a roman temple doing in Edea's orphanage for example
. It's a bit better, like for example, with the medieval stuff in FFIX, when there is effort to make these appropriated things fit into the world.
On the other hand, some of the original-looking towns lack a timeless quality, with artists likely influenced by visual trends at the time the games were made, which to me look dated now. FFVIII and FFX have many examples of that, imo.
If the Gold Saucer is a "city/town", I think has the best mini-games of all FFs in it (and worst, as mentioned previously
), so worthy of a mention
.