City shapefile for free

Populated Places 1:10m (Natural Earth) Shapefile

7343 Cities

Download from http://www.naturalearthdata.com/downloads/10m-cultural-vectors/ (Populated Places)

Terms of Use http://www.naturalearthdata.com/about/terms-of-use/

No permission is needed to use Natural Earth. Crediting the authors is unnecessary.

However, if you wish to cite the map data, simply use one of the following.

Short text: Made with Natural Earth

Are there any parameters on the cities you want?

GeoNames might be a good resource. Under their tools page there is a GeoNames csv file to shapefile converter. It might take a little bit of work and sifting through the data to get exactly what you want.

Must it be a shapefile? Google Maps offer something like you asked as a kml file (kmz in fact, which is just a zip containing a kml), at https://www.google.com/maps/d/viewer?mid=zMlf_4RO8x7E.kllT447wz1Ws&msa=0&ie=UTF8&t=m&ll=8.407168,165.9375&spn=130.849955,280.898438&z=2&source=embed