My favorite missions were always the mansion missions with some "terrible secrets". I cannot get enough of them. Ominous Bequest, Rowena's Curse, The Den, etc are the type of missions I enjoy playing the most.
The popularity of city missions comes from the fact that one of the biggest aspect of Thief gameplay is exploration. What's a better place to explore and feel yourself like a true thief than a city mission, with dozens of accessible buildings and rooftops. It provides the true "thief" experience in my opinion. I believe city missions will always be the most popular around here.