I live in Mumbai, Maharashtra, stayed all my life here. Kalyani described very well about Maharashtra so nothing much for me to say. But there is lot to talk about Mumbai.
I like to be in Mumbai since I grew up here. The thing I like about Mumbai is diversity of people, u will find people from all around India. Hence we are able to speak pretty much most of the languages - Hindi, Marathi, Gujarati, Marwadi, and urdu to some extend. However it is still difficult to understand tamil and kannada language.
The street food in Mumbai is very tasty as well. People here love 'Vada Pav, Pani Puri, Sev Puri,' etc... Even there are variety of restuarants here for different culture oriented people.
The other thing I like being in Mumbai is fast life, People are always doing some or the other work, most of the people are busy here, however during longweekends we like to pass the time out of the city