|L-R: Exodar, Darnassus, Ironforge (Tinker Town), Ironforge, Stormwind|
I think the most obvious difference is the mailboxes - you use them so often you can't fail to notice. They're all influenced by the architecture and attitude of the races they belong to. Oddly, the more 'prominent' races have flag devices on theirs, with gnomes and draenei using more nondescript mailboxes.
|Stormwind, Ironforge (The Great Forge) and the Exodar|
Forges differ from city to city as well, but not as much. The squat, solid stone forge is used in both Stormwind and Darnassus - I've always wondered why the older night elf race don't have their own style of forge. It's possible that the humans copied theirs but I feel like the night elves' forges would have looked more decorative and ornate. The Great Forge in Ironforge is actually two giant pools of magma, one each side of the central bridge and an impressive sight when you visit for the first time! Exodar forges have typically draenic purple crystals - are these decorative or heat-generating?
|Exodar, Darnassus, Ironforge and Stormwind|
Finally the lights in each city, noticed less now people can fly straight overhead. I think they reflect the races they belong to well - the Exodar and Darnassus lights are magical whilst those of Ironforge and Stormwind seem to generate more of an earthly light.
Gladly at The Ready Check has done a great Horde roundup of differences! Check it out!