I'd say London is the most exciting place where I have lived. I have also lived in Berlin, Rome, Brussels and Tokyo, which are all 'cool' in their own way. I stayed one month in Barcelona, but didn't like it as much. Among places where I stayed for just a few weeks, Florence, Melbourne, Sydney, Perth, Bangkok are all great. I am not a fan of Paris, Amsterdam or Madrid though. They are beautiful cities, but I don't like the atmosphere (mostly in rudeness in Paris and Madrid, and the debauchery and dirt in central Amsterdam).
Brussels probably takes the longest to appreciate, as it is so decentralised and looks like a patchwork of towns, each with their own atmosphere, qualities and defects. It's also true of London to some extent, but there is definitely more diversity per square metre in Brussels.