I moved from a smaller city (~100k) to a bigger city (>2m). These are the biggest pros as I see it:

• Better jobs. I would never have had the kind of career growth I had staying where I used to live.
• Possibility to live without a car. I can walk/bike/take transit everywhere, without compromising on convenience. This saves me a lot of money and gives me lots of "free" exercise.
• More people who share my interests in the vicinity.
• Closer to the largest airport in my country, giving me convenient access to travel the world.
• An unending amount of nice restaurants with different foods to taste.

Neutral points which people like but don't really matter that much to me:

• Bigger dating scene. I already have a long-term partner so this doesn't benefit me.
• More expansive nightlife. My personal limit is basically bars where I can talk to friends, and the occasional karaoke. The night clubs and related activities do not really interest me.

Cons:

• The housing costs are more expensive than where I used to live. With the increase in income I still make it out way, way ahead, but it's a notable tradeoff.
• If I want to visit some of my family members, I need to take a train for several hours.

On balance, the pros far outweigh the cons for me, and I will likely be staying in the city for a long time.