Gridania sucks. Market area is hideous and overall it's peak PS3 era design of high artificial feeling walls everywhere when it's trying to depict a wooded area. Tons of bad empty space, particularly in the buildings, and the aethernet has horrid placement for crystals. Inn is great but some of the invisible walls kill me.
Limsa hits its theme and you go there because the marketboard is right there. Having the main area just be "busy" like this can just feel annoying though on top of the usable area being claustrophobic. If the split between the upper and lower decks wasn't cut with a load and you could see and move more freely between them it'd be much better.
Ul'dah feels the most interesting, though from a practical standpoint it doesn't get used on most data centers, since the inn and marketboard are both sort of in a middleground, though it's nice that the distance between those two things is very short. It has the most personality and when it actually is populated by players it spreads them pretty well.