Well, there's nowhere you must go, so it really depends what you're looking for. There are gyms you can battle in each town that give you badges--once you get all eight, it grants you access to something called the "Pokemon League."
If you're looking for somewhere to stay, I'm afraid I've only been to four or five towns.
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If you're looking for somewhere to stay, I'm afraid I've only been to four or five towns.