Thinking back, FFIX has some of the best town/cities in the series. Definitely up there with VII and XII.

It's hard to pick against Alexandria. It's such a great beginning location for the game. Then there's Cleyra, Treno, and Lindblum. Although I agree with Mo-Nercy about Lindblum; traveling between the districts can try my patience. Black Mage Village, Dali and Esto Gaza (great view!) are great, too.

Since I'm picking just one: Alexandria.