That's a tough question as I enjoy so many different places not sure I am able to pick one as a favorite.
Here are favorites in no particular order:
Washington DC. A great walking city, the power, the politics, the history, the monuments; all exciting.
Sanibel and Captiva, Florida. Unspoiled, relaxing, great for shelling, and beautiful sunrises/sunsets.
Sydney, Australia. Another great walking city, beautiful scenery, especially from the Sydney Tower.
Chicago, Illinois. And yet another great walking city, fireworks at Navy Pier always a treat, and the beautiful skyline view before landing to the west at ORD is second only to the view landing to the south at DCA.