Hi Ian, I find that in City mode, the slickest changes are either driving very gently or quite hard. Inbetween, there can seem to be a yawning gap between gears. I only use City mode when the traffic is really slow and persistent, but as you probably know, it will never be as smooth as a 'proper' auto with a torque convertor.
I've had the 'stuck between gears and revving' thing at roundabouts as well, normally when you're stuck behind a ditherer. In the flow of normal smooth driving it isn't a problem. Partly for this reason, I too tend to downchange myself.
To be honest, I tend not to bother feathering the throttle on changes, I used to when the car was new, but I can't be arsed now. Infact, after a while, I found my driving style kind of interacting with the Selespeed (kind of a Vulcan mind-meld) and this has smoothed things out. Of course, what the Selespeed is telling you is: 'faster, faster!' And on that note, I find I can still drive lustily through the gears without speeding, just choose your moment. 2nd gear out of a roundabout is a nice one, she always responds well to that one. wink