Concentrate your routes on the Main Cities
There are certain cities that appear in a lot of routes, so making sure you get at least two and preferable three of these will help you when you pull more objective cards, since you'll be able to match more routes, and there are a lot of routes to these cities that give big points. Even if you don't ever need to, you should plan your strategy ahead (based on the first cards you pull) to get three of the big four.
There is a very analytical article on rating the most valuable cities, herehere. Its focus is on the number of points associated with a given city, and the number of paths into that city (points/paths). It is good analysis, though I think there are more factors such as critical routes, blockability, helpful for longest train, etc.
Their breakdown for the 4-5 player Mega Game (USA) is as follows:
- Miami (30.67)
- Las Vegas (25.00)
- Los Angeles (21.67)
- Vancouver (19.67)
- New York (13.86)
I have always used these as my cities of preference:
- New York
- Los Angeles
- Miami
- Seattle
Note: I will be doing more research on the numbers and will update this.