I don't see why everyone is saying PCs will get ganked the second they step into a Drow city. Sure, if they are in the nicer areas that only nobles get to be in. But thats true of non-Noble Drow as well. The slums, where you'd like first enter a Drow City to begin with, has all kinds of non-Drow. With minimal effort, you'll look like some servants out in the market. If your high enough level, your just a mercanary just as well as any other non-Drow Mercenary. Until you start stirring up trouble, the Drow won't bother if your sticking to the slums. Plenty of opportunity there (though I admit it would not be a place I call a safe haven for the PCs).

The real difference between a Drow City and a surface city, as far as the PCs are concerned, is the areas they are unwelcome are bigger in Drow Cities.