In all of the time I've played RTW and XGM, I've only lost one stone walled city. That was very early on in Barbarian Invasion in which I had a stone wall, but the barracks and archery facilities were inadequate or non-existent, nor was there money to build them. There was a blacksmith, but no armorer. Four full stacks of Goths laid siege and attacked simultaneously from all four sides. With four groups of limitaneai and one archers and a weak cavalry, there was not much I could do. While my archers burned the towers of one group and my infantry died on the walls above the gates, it was just a matter of time before they were overwhelmed, and they were.
Large stone walls or epic stone walls might have helped, but this was too early in the game for them to be built.
Now if I play BI, I move any nearby armies into these cities, discharge peasants and discharge "weaker" mercenaries to raise the population. Build better barracks and an armorer if possible and retrain all units every chance you get.
The walls are great if you are being assaulted, but there needs to be an adequate defence garrisoned inside.
Once you have an adequate garrison of strong infantry and archers, and a few units of cavalry to chase the last of the enemy from the field, a wall is not even needed, unless of course you find yourself assaulted by four full stacks of barbarians with upgraded armor.
Strength and Honor
Celt Centurion
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