Depends on what you want to do while you are in the Twin Cities. Downtown Minneapolis puts you in closer proximity to Twins baseball games, more nightlife, a wider choice of restaurants, the Mississippi river, art museums, several theater choices and the Mall of America (via the light rail train). Downtown St. Paul has the state capital, the history museum (which is pretty fun for kids), the Science Museum (again - fun for the kids) and, if you have a car, a St. Paul Saints baseball game (REALLY fun for kids of all ages). I don't know anyone who has stayed at the St. Paul Hotel, but it's an older hotel with a very good reputation. The Grand Hotel is also a very nice hotel (4 star). Don't know much about the Millenium or the Hyatt because they are further up Nicollet Mall than I usually go. Both are in the 1300 block of Nicollet. The center of downtown Minneapolis is about at 6th and Nicollet. The light rail train is on 5th. The Mississippi River is even further down. The Grand, while closer to the center, is still at few blocks away from everything. For tourists, I always recommend the Graves, The Marquette Hotel, the Radisson or the Marriott (in that order).