Rio de Janeiro -
Easily the most beautiful setting I've ever seen.
Sure, it's dangerous, dirty, loud, and touristy, but the combination of some of the world's most beautiful beaches, mountains, rain forest and metropolitan downtown area is something very special. I wouldn't necessarily have to come back, but I wouldn't miss having seen it once for the world.
I moved here about a year ago, and the polarities are endlessly fascinating. Big parts of the city suffer from social tension and unemployment, yet others have a very special small-town community feeling about it, all of that in the center. Also hundreds of lakes, forests and green areas and the general sprawl of the city (Berlin is eight times as large as Paris despite comparable population figures). Vibrant nightlife yet affordable prices wherever and whatever you do.
actually not my favorite, but so disturbing and significant it's another must-see.
San Francisco -
I only have a tourist's view of the city, but it's beautiful, unique and memorable.
same as SF, but for different reasons :P
I had no idea what to expect here, but this quaint town is a real underrated gem, with incredible parks and the middle ages center of town. Good restaurants as well.
Also very dirty, but an absolutely fantastic mood at night, and very intriguing if you care for Greek history.