I've lived in a small city, less than 10k population (USA). Being able to walk anywhere and everywhere at any time is truly amazing. It takes 15 minutes to get most places in town at a brisk pace, if you aren't in a hurry you can take all sorts of neat routes.
One of the times of my life I love and miss the most is a summer I spent walking aimlessly for hours every night, usually following a set path to start and then branching off. It makes me sad that some people have never, and will never, be able to experience that.
I think this is a very US-centric view! I walk everywhere and take the metro to university/work. I love my neighbourhood and it's really enjoyable getting off your subway station and walking home along bars/restaurants/cultural venues etc