I think one of the big things that made Midgar feel like a city is the fact that you never actually got free reign of it. The fact is that 99% of a city is useless to anyone living in it, and just makes going from place to place take longer. This is wisely excluded from most game design, however it also makes them feel much less life like. We never got to see the full Midgar, so we don't ever get to see its limitations. Being able to do a full lap around a city in a couple minutes will always make it feel small, but if you play with camera angles, screen transitions and no map you can make things feel a whole lot bigger.

I feel Junon also did a good job of this.