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.
>>Am willing to change opinions based on data<<
Midgar was the original CITY in an RPG. I remember feeling that way too. Although it was silly because even at the time, I knew there was more game after the city because there were more discs, and the booklet had all these other characters, discussed the PHS system, and might have even mentioned the world map BUT it did really feel like it was a conclusion to a full game.
I can't really think of another one in the FFs to rival it.
in non-FF's:
Radiata in Radiata stories probably rivals Midgar.
Balandor in WKC is pretty good but not quite there.