I say "New York". Invariably they describe The City and how much they love (or at least are in awe of) it... And then I have to explain where Albany is and how it's not at all like The City.

Some people just don't get it.

"But, see, it's much quieter... it's like a small town... sort of..." "I love Times Square!" "Uhm........ yeah. It's nice."

(This was all so much easier when I lived in Chicago...)