Cairo, Egypt
Cairo is the capital of Egypt and, with a total population in excess of 16 million people, one of the largest cities in both Africa and the Middle East (the regions which it conveniently straddles). It is also the 19th largest city in the world, and among the world's most densely populated cities.
The best time to visit Cairo is during the winter from November to March, when daytime highs generally stay below 25°C, with nighttime lows around 10°C with occasional rain showers clearing the air. (You do not need an umbrella: even the rainiest months of the year rarely top 5 mm.)
You can walk around the main streets anytime you feel like roaming. It is fairly safe and you will always find lots of people around smiling and offering to help. Women alone can expect to be the target of an excessive amount of catcalling, but it rarely, if ever, goes beyond that. You should bear in mind that around the more touristy locations there is an abundance of 'helpful' people, but be careful who you go with and under no circumstance let anyone push or guide you anywhere that you do not want to go! If you get lost look for the security and police officers. Many speak some English, and most know their local area very well as well as the tourist spots.
Crossing streets is another major challenge in Cairo. Traffic lights, which only exist in a few locations, are routinely disregarded. In downtown Cairo, police officers may be controlling traffic at key intersections at busy times. Crossing the street is like playing the video game "Frogger", hurrying across the street one lane at a time, when there is a small break in traffic. One way to cross a street that proved to be effective is to place yourself next to an Egyptian who wants to cross the street and follow.