I would say Rome est comme nulle autre, Rome est une ville unique, Nulle par ailleurs qu'à Rome, A Rome et pas ailleurs... But I suspect there is something else in your sentence, given the translation you suggested. Is the narrator a Rome-dweller?
Then something along Dans ma Rome et pas ailleurs ?
Thanks for replies. I should have given more context. The article is about the violence at the football match in Rome v Man U recently. The full UK title is No place like Rome for eternal troubles - so it's essentially a negative spin on Rome - calling it a trouble spot for football violence as opposed to the UK where the stadiums are better stewarded/controlled. Have thought of perhaps using the proverb 'When in Rome' to try "Conflits eternelles : Au stade de Rome, il faut suivre le modele anglais" (A Rome, il faut vivre comme les romains). Might that pun come across in French?
Thanks for all suggestions - I like the Corneille quote, but ressentiment might be too strong. I think I will use Rome sweet Rome if the French readers would be familiar with that - I often see English words in newspaper headlines. Merci a tous!