Personally, I find the city of Ul'dah MUCH MUCH MUCH better of a starting place than Grinadia. Grinadia just feels way too scripted to me...with not much to do but follow the rail.
Ul'dah feels more like home to me. And the Adventurer's Guild owner is a true hottie!!!!!
Gridania is pretty much Windurst to me.. I am doing the storyline mission right now it's quite interesting. I've seen all 3 openings too and imo the Gridania one is the best.. Ul'Dah one was good only because I made a very cute/hot character and it was fun to watch him >.>;