My absolute favourite would be St. Petersburg. The palaces around it are so wonderful, far better than Versailles.
However, RosieMo is so right in suggesting there are some beautiful smaller places. Sienna, Lucca and San Gimignano, Tallinn, Bergen and some of the Baltic capitals are well worth a visit. Seville, Granada, Rhonda & Cordoba are all a short flight away. Paris on a Segway is so much fun and well worth the extra cost.
I hate Dubai, it's so lacking in any culture and Rome is so dirty, noisy and hectic.
I honestly think London is one of the most interesting and enjoyable cities to visit.