Cities here on earth already have a wide range of problems with weather, the city-planet would have to deal with them, too.
#Water Cities have drainage problems. There's not enough soil for all the rain to sink down in, and the city will either often be flooded, or it'll have to have some serious drainage channals. If your planet doesn't have oceans, it'll have to dot cloud factories around the planet to get it to rain. And you'll want rain, because the rain will clean the air just a bit. This all has to be included in the urban planning of the city. If the contractors didn't include heavy-duty drainage back when some section was built the streets will turn into a swamp.
#Wind Again, if you don't have oceans, you can expect your wind to be a bit like on venus; from wikipeda:
Thermal inertia and the transfer of heat by winds in the lower atmosphere mean that the temperature of the Venusian surface does not vary significantly between the night and day sides, despite the planet's extremely slow rotation. Winds at the surface are slow, moving at a few kilometres per hour, [...] The wind would be slow and warm, heated by the sun and the city itself. It would not often change directions or do anything interesting like spin into tornadoes, this is because the high and low pressure areas are basically only determined by what the sun heats. Forget about wind turbines to generate power. And all that is at highrise level, on the streets, there will be virtually no wind.
Your cloud factories are of course uniformly distributed because no section of the planet wants to live without rain, and as such, these will do nothing to cause the pressure differentials needed to whip up the winds.
If you have problems with smog on your planet, they'll be worsened by these slow winds, your smog will just hang over your factories and highways without dispersing, and only the rain will eliviate this a bit.
One advantage of these slower winds is that you can build higher, since there's less lateral stress on your buildings.
With oceans things are better: You could expect more earth-like winds, at least high over the streets. The stale air down below the highrise would not be helped much.
#Sun
If you still have problems with smog, then the answer here will be clear, it'll just be hot and filthy during the day, and it'll be warm and filthy during the night. In case you managed to keep your skies somewhat clear, things get interesting.
Anywhere with highrise, the streets will be cold, only heated by the activity going on there, but at least there's no wind. The rays of light that make it through at noon or that bounce off of the glass faces of the towers are far too short-lived to heat the place up.
The higher you get, the more light you will catch and the more pleasant it will become (hey it's a bit like being a tree in a forest), there's sunlight and at least some wind too. Yes, the most prized real-estate is definitely high above the city streets, so that's where you'll want to build, higher and higher.
You could maybe line all your buildings with mirroring glass to get the sunlight down, it would be expensive and confusing and cold inside the buildings but at least you might have a chance of heating the streets.