Some things I like about a few of those: Pittsburgh is the 2nd-safest major U.S. city for pedestrians (after Boston) [1], is nice and compact, and a beautiful setting in a valley at the intersection of two rivers. Chicago has one of two 24-hour rapid-transit systems in North America (NYC is the other one), a beautiful lakefront, great deal of ethnic diversity, and is possibly the best American city for skyscrapers (NYC is the only other contender). Atlanta is walkable/bikeable if you live in the city, has the 3rd-largest gay population in the U.S. (after SF and NYC), and is one of the leading centers of Black American culture.
Overall imo there are lots of interesting urban places to live, the main issue is just making sure to live in the actual city rather than the suburbs, if you want a city lifestyle.
[1] http://www.smartgrowthamerica.org/documents/dangerous-by-des...