Besides the polar circles as others suggested, in order to have somewhat consistent temperatures you would have to look for countries within the tropics as they have low temperature fluctuations ("no seasons"). This already discards many places and most developed countries (which comes with trade-offs).
Then, within the tropics, you want to look at the places with the highest altitude/elevation, as this is what will affect the temperatures mostly. The higher altitude generally implies the lower temperatures. This already rules out coastal cities, and you would be looking at cities/areas high up in the mountains, which tend to be smaller.
Considering that the highest elevation in tropical regions implies colder temperatures, less oxygen, and "more difficult access" (as in, further from sea-trade, taking supplies high up the mountain, needing more infrastructure), I don't think it will be easy to find big cities above 4000m altitude. Most people would choose a bit warmer weather (still cold-ish, around 15ºC). The highest I can think of right now would be La Paz, Bolivia. Some others with less altitude would be Bogotá, Tunja and Sogamoso in Colombia.
And fun fact: since in Colombia there are no seasons, Bogotá is already considered cold and referred to as "the city of eternal winter". Medellín is the one referred to as "the city of eternal spring" with temperatures around 25ºC, and Cali "the city of eternal summer" with temperatures around 30ºC.