Originally Posted by BillSeurer 
The house in Solitude is the nicest both aesthetically and from a storage/utility point of view. It is also EXPENSIVE.
I´ve bought all of´em and, incidentally enough, personally I´ve found the Solitude house to be the worst, especially given the cost. Of the major cities, I´ve found Solitude´s interiors to be least aesthetically interesting and, though personally I don´t care about it, it seemed to me that the house actually has less storage space than some of the other houses. Rip off, I say

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Also, it doesn´t have this:
Whiterun was my favourite for the same reasons Nerevarine metioned, the second would be Markarth for its unique architecture and the [spoiler] thing.