And New York City is the healthiest of all
As rural and suburban areas have grown, they have become more car dependent. Meanwhile, cities have reduced air pollution. As a consequence, the old urban health disadvantage has disappeared. City dwellers have higher life expectancies and better health on average [PDF] than people in suburbs or the country. And according to New York Magazine, New York City, probably the most urban of U.S. cities, has the greatest health advantage.
The difference seems to boil down to walking. People in urban areas walk more than people in rural or suburban areas (on average).
Why do New Yorkers do better than, say, people in Portland or Seattle, which are also pretty walkable cities? Apparently people in New York walk faster. The people who promoted the whole power walking thing got it right. Walking quickly is healthier than walking slowly.
On Edit: one other relevant difference between rural/suburban and urban: city dwellers, by driving fewer miles, are less likely to be invovled in auto accidents.