Bad/good cities to defend

In the beginning

The only cities you really need to defend are the main cities of each player of your alliance, because they'll be the CS cities and lost one of them will hinder your development.

In the middle

Defend the most important cities.  They'll usually be the cities with more points, but it's not a rule.
I woudn't mind in handing over a 2000 points, unless I have troops to defend it. Even if you lose, you can quickly take over another better city.

In the advanced

Defend the most important cities. But now you should consider the strategical position and so on you calculate its value. For example if the alliance is moving to a direction and your city is in the other, then you should consider in hand over that city.

You never know what will happen to your cities or to your alliance, especially if you're not member of the leadership. Then you have to be "ready" to not sink with the alliance. The best formation to defend your cities is the circle. All you have to do is try to conquest your cities in a circle area, because all your cities will have the same distance to the center. And if something bad happens, you'll only lose your cities of the borders. As you long you expand, you expand your circle.