I'd say it depends very heavily on what you are facing.
Personally, for me, I prefer sending in mechs supported by infantry and vehicles, keeping tight formations, with infantry sweeping and taking buildings ahead of my conventional forces and setting up ambushes and choke points, or even being an early warning system for the heavy elements.
The Mechs, preferably, would be using close combat weaponry, with a mix of flamers, plasma weaponry, machine guns, inferno and acid SRMs, A-Pods and B-Pods to deal with possible infantry ambushes, with things like Autocannons and lasers for more heavily armored targets. Same with the vehicles; I would happily sacrifice some armor or weaponry on most tanks in Btech to add some ability to fight infantry, which, in an urban environment, would be both one of your worst enemies and one of your greatest assets.
Of course, my preferred option is simply bombarding the area with Longtoms and Inferno-IV munitions, if I can afford to demolish the city until the enemy wisely surrenders, or moving in with the mechs and infantry after leveling several large tracts of land for survivors. And then rinsing and repeating until the enemy retreats, is completely killed off, surrenders, or the city is no more.