Preposition: "[In] Which city are you located [in]?"

1. In which city are you located?
2. Which city are you located in?
3. Which city are you located?

I know the first is grammatically correct, and the second used frequently in conversation, but my question is this:

I know you would answer using the preposition such as “I live in Denver”, but is the preposition in necessary when asking the question as stated in the third sentence?

Case in point: “What time is the meeting?” This is something I’d say in conversation, but am having doubts as to whether I need to say, “At what time is the meeting?”

Solution 1:

I think the preposition is necessary. The analogy with case in point is not quite apt as follows: "In which city" can be replaced with "Where", hence "Where are you located?" is correct but "In where are you located?" and "Where are you located in?" aren't. Similarly, "What time is the meeting?" or "When is the meeting?" is correct, but not "At when is the meeting?"

Solution 2:

I think I found my answer at BBC.co http://www.bbc.co.uk/worldservice/learningenglish/grammar/learnit/learnitv286.shtml

position of prepositions

Note that in questions the preposition is more frequently placed at the end of the clause. It can also be placed before the relative pronoun where it sounds more formal:

In which street does he live?

Which street does he live in?

He lives in the street where all the houses are surrounded by high fences. He lives in the street in which the houses are surrounded by high fences

For which organisation does he work? Which organisation does he work for?

He works for a spy network, about which I know nothing. He works for a spy network (which) I know nothing about.

Note from examples above and below that putting the preposition at the end of the clause is usually also possible in statements:

The people with whom he worked have all been arrested. (Formal) The people (who) he worked with have all been arrested. (Informal)

This is the bedroom in which he was murdered. (Formal) This is the bedroom (that) he was murdered in. (Informal) Note from these examples, that in statements when the preposition is placed at the end of the clause, we can use that instead of who or which or we can omit the relative pronoun completely

Solution 3:

To my ear (British Eng.), the versions beginning "In which" sound more formal (but not overly so). The Which city do you live in?" version is more likely in spoken English, however.

And yes, the "in" is definitely required. The sentence is grammatically incorrect otherwise.