Okay... so I only have three major cities so far. So shoot me. But you guys should know them.
Killith
Capital of the Magic Empire. Only warlocks are allowed inside its stone walls. Although the city is not heavily populated, it is well-sized and protected. All the heads of the various noble houses must reside there unless traveling on business. There is a ring of houses/barracks surrounding the city and that's where any common soldiers and/or servants are housed. Killith is located near where Tamur will be in L:TSS.
Lentol
This is a grungy seaside city that's seen better days. Located among the rocky territory along the far western coast of the continent north of the Nanza Mountains, this city is fairly isolated from the rest of the land. The city is self-sufficent out of necessity, because few other cities will have anything to do with them, and even the warlocks find this place to be less than worthwhile. They mainly rule of it for the sake of completeness.
Shelladon
Located a bit north of where Meribia will be, Shelladon was once the one city that stood a chance at resisting the Magic Empire (due to its size and the strength of its militia), but three years ago, the city fell, completing the Empire's dominion over Lunar. Now the city is mostly in ruins. Although some reconstruction has begun, the scars of war are far from removed, and most residents there are homeless and severely impoverished.
Vane
Vane isn't very much to Lunar during this darkened age, but since I've received some questions about it, here's a run down of its current condition. Vane is a medium-sized town that resides somewhat east of the Goddess Tower (on the ground). It seems to have a decent amount of non-warlock citizens who are fairly talented in magic, but it's nothing of merit. The warlocks feel no threat coming from this sedate little area. The people of Vane are very hospitable, and thus the Empire believes them to be harmless. For those interested, the Magic Guild of Vane has yet to be founded.