Everyone just wants different things out of their cities. I like cities with tons of flavor, with a very city feel. Stormwind feels like people really live there, despite how small it is. Dalaran most definitely feels like a city of mages, and there's a ton of flavor and neat stuff to look at there. The fact that every single person who gives you directions in Dalaran has a name is crazy neat. The little daily event at 9 PM where you get to help turn on the lights is amazingly cool for how simple it is.
How about all of you, what's your favorite? What do you like about it, or dislike about the others? What would your ideal capital have, if you're not very fond of any of them?