Monaco
Expensive, crowded, mediocre food, revving Ferraris, petrifying tunnels.
That's Monaco - but it's still home to many professional cyclists. Once you're out of the coastal zone there are fantastic quiet mountain roads to discover.
You'll see pro riders heading up past La Turbie into the Alpes-Maritimes. If you can stand the traffic you can also head to San Remo to try out the Poggio. There's a good bike lane from there to Imperia, although often it disappears into a car park or cafe so watch out.