Video Baleeted :(
9 towns. Nice, tho I'm gonna miss the imperial city.
There's actually only 5 primary cities. Whiterun, Solitude, Windhelm, Markarth and Riften. Those cities are all around the size of The Imperial City from Oblivion, and are (Unfortunately) Loaded in separate cells. (Transition from outer worldspace through a loading screen into the city) Whiterun, Skyrim's largest city is said to be quite a bit larger than the Imperial City though, in terms of game space.
The other cities are much smaller (Though still around the size of Bruma-Cheydinhal in Oblivion), but only transition in certain cases, so most of them will be exterior cells like the cities in Morrowind.
Then there's the smallest towns and settlements, like Riverwood, which are all exterior cells (Except for the interior of buildings of course) and around the size of Balmora or Suran from Morrowind.