Let’s look at some statistics . . .
All density estimates are from the Census Bureau’s QuickFacts tool, and use 2010 data. Municipalities in bold are located in Wake County.
• Raleigh (2,826 (people/sq.mi.)
• Cary (2,488)
• Charlotte (2,457)
• Apex (2,438)
• Morrisville (2,250)
• Cornelius (2,058)
• Wake Forest (1,995)
• Davidson (1,903)
• Knightdale (1,837)
• Garner (1,746)
Mecklenburg County (1,756)
• Holly Springs (1,643)
• Matthews (1,590)
• Fuquay-Varina (1,484)
• Pineville (1,129)
• Wendell (1,123)
• Huntersville (1,081)
Wake County (1,079)
• Zebulon (1,071)
• Rolesville (962)
• Mint Hill (950)
These two towns are mostly located in Union County, but a small portion of each extends into Mecklenburg:
• Stallings (1,749)
• Weddington (542)
These cities and towns are located in other counties but small portions extend into Wake:
• Durham (2,127)
• Angier (1,496)
It interesting to see that, as @JeepCSC noted, Wake County is less dense, but has denser (and more—12 vs 7) communities than Mecklenburg. Of course, all this data is nearly a decade old, so we will see how it changes once 2020 data is published.