For a city map, I prefer a small number in a disc with a legend for signficant buildings, as Sigurd suggests, unless there is enough room for a full-sized label. I might put a more traditional label on important streets and/or districts, though.

I typically use a light stroke in a color contrasting with the text. I often play with the stroke's opacity and size to maximize legibility. Glows look nice on simpler maps, especially ones with symbols, but I think the extra area they obscure would be counter-productive on a map like this one.