The ESRI Data & Maps DVDs have both point and polygon shape files for US Cities. If you don't find your cities there, try the "Populated Places" points and area files. You can also get "city" shape files from http://www.census.gov/geo/www/cob/bdy_files.html; again, if you don't find it listed in the Consolidated Cities files, try the Incorporated Places/Census Designated Places files.
One problem is you will be doing an attribute join based on string matching of the city name and names can vary. For example, the CA city of Ventura is really the city of San Buenaventura. It may be necessary to manually match some of your cities, and probably would be best to use the FIPS or an AreaKey field to do this.
Once your data is joined to a shape file, symbolizing it is easy and the options are vast. Polygon files can be used for thematic mapping but with multiple cities you might prefer to use point files and perhaps graduated points (the size of the symbol reflects the value of the variable to be mapped).
Good Luck - Lilli