My friend it totally depends on you motive of investment and how much you want to invest. True the city matter, but it matter in terms of appreciation. For now, Sufia is right delhi NCr region is scoring high so you can try up there.
for best investment you can try Delhi NCR region, especially Gurgaon .The place is booming in good terms, and will have profitable future returns. what kind of investment you are looking at commercial, or residential.??
The thing is that now a days micro market in the city of your interest and then you need to find out the prospects for infrastructure development before making a decision. Those who do this exercise diligently will find pockets in small and large cities that can give excellent appreciation.
While investing it is very important to examine, whether it is in a smaller city or in a metro city, from the point of view of the particular micro market that one is looking at within the selected city. Basically micro markets have their own drivers in supply, demand, and local infrastructure that result in higher or lower yield.