The biggest reason why ancient Greece never chose a single King, and was dominated by smaller city-states instead, are the geographic features of the land where these cities were settled. The mountainous terrain, the isolation of the valleys, and the number of isolated islands would make it difficult for one person to govern it all.
Also, Greeks were famous for their aristocracy that prevented the forming of monarchies. Political independence of the city-states was constantly protected by the aristocracy and so, any individual who would want to conquer the territory would succeed for only a short time and would never have the glory and respect of a real king.