In general, I prefer a city setting. I actually had the most fun D&D gaming when we were in Waterdeep, but the DM was running the game like we were Shadowrunners instead of your standard D&D party. I know there is a fair amount of overlap, but Shadowrun has a distinct feel compared to D&D. We had a guy we met in taverns (our "fixer") who gave us missions, and we got paid in gold instead of nuyen.
Some of our missions were not very nice. We broke into places, kidnapped a noble's son, and robbed a couple merchant houses. But instead of using smart-linked Ares Predators, we had fireballs and longswords. It was a lot of fun. I haven't played in a D&D campaign like that since the mid-90's, but I will never forget it.
I'm thinking of running something like that the next time I get a gaming group together. I will focus on the street gangs, the taverns, and a couple mysterious people who need work done by discriminating adventurers. And I am not going to include alignment in the game, which I think will really change the players outlooks. I will keep stuff like Angels are good and Demons are evil, but alignment doesn't matter for normal people.