Along the years, I've lived in cities as big as Mexico City with 25 million people and as small as little towns with no more than 10,000. I believe that there are pros for both but I'll start with what I think that is the nice stuff about living in a big city.
The food!!!
You can definitely find good food in a little town, there are good restaurants everywhere. The difference is that the bigger the city more options you have. Do you want to try Ethiopian food without travelling half the world? A big city is your best chance to find an Ethiopian restaurant.
Good public transport.
Living in a city where the public transport works as it should work is a wonderful thing. Driving everywhere or worst being stuck in traffic for hours is a burden in any size city. Bus, subway, taxis or whatever alternative of public transport are in the city just make life easier.
Social life.
Living in a big city has the advantage that if you want to party every day you can probably do it. In bigger cities, the clubs close later, there are more people, which means: More social events, nightclubs, festivals, concerts, casinos, theatres and many more.
Sports teams.
If you're into sports, there is nothing better than be part of the rivers of people on the street when the local team wins a championship. Ok, is not that fun if you're a supporter of the browns of Cleveland but even then, is nice to see thousands of people with the same colours in a Sunday.
Medical care.
Sadly, there is no good medical care in every little town in the world. In a big city, you will find all the specialists that you need in case that you need medical care.
Of course, there are also cons of living in a city and pros of living in the countryside, in the suburbs or in a little town. But that would be for other time.
What do you think? Am I crazy for liking big cities? What do you like about living in a big city?