When trying to quickly end the game, is it better to skip building cities?
If you are trying to rush the game - which is certainly a valid strategy if your early rolls force you in that direction - just buy developments whenever you can. If you have fewer cities, every turn you spend playing catch-up is a turn your opponents with more cities can buy either more-expensive (and more VP) developments or monuments. You're trying to dash across the finish line before they can reap the benefits of their well-developed engines. You won't be able to make much use of your developments, so just get what you can afford and gives you points.

One advantage of this is that if you are threatening the end of the game, say with 4 developments, your opponents will have trouble committing to the big, efficient monuments (that aren't worth anything if incomplete) and will have to settle for the smaller ones that are worth fewer points per worker. This is particularly troublesome for them if you're later in the turn order.

If you or your friends finds that a rush strategy makes the game too short, you may prefer the official Late Bronze Age variant that user1873 alluded to.