I love city adventures and seem to collect these - my favorites for inspiration are Flying Buffalo's Citybooks (although they are out of print and hard to find). Gre3en Ronin did a city Quarters series (Thieves Quarter, Temple Quarter) which were also good.
I have most of the Lankhmar material and Thieves World materials TSR and others put out in the day, and lots of materials on Waterdeep, but I like the supplements above best for adventure planning.
Couple posts mention products that I haven't looked at yet, looking forward to scrounging those up.