Ul'Dah is easily my favorite! It does have that Bastok feel which was my favorite in FFXI and I think it has the best music of the three. The only downside is that I can't play my LNC there. Gridania is my least favorite but is the host city for the main class I want to play. The music sounds like I'm in the Shire...this is Eorzea- not middle earth and the NPCs are as annoying and elitist as the were in San Doria. Limsa would be a great starting place if there were more class choices though I think it's the most aesthetically pleasing.