It's more interesting in downtown. Traffic flows at 15-25mph, which means you can actually keep up on a bike. There are 4 lane, one-way roads, and you can be in the second or third lane riding along with traffic, and (at least in Sacramento) this doesn't bother drivers, so you just keep peddaling trying to keep around 25 until you have to turn left. You have to watch the lights, try and watch for the yellow on cross streets so you can take off just half a second before your light turns green (if it's safe, not when there are cars coming on the cross street) and get ahead of traffic so you can make a left at the next light.
By contrast, riding on an empty country road is boring. You jsut keep pedalling, and going straight down the road. There aren't any challenges to make it interesting. I find the city is more fun to ride in.