The .pbf files from Geofabrik always contain all data of a region. You have to filter them yourself. Filtering with osmfilter before importing into the database will speed up your task a lot. For osm2pgsql, buildings, landuse polygons and route relations take up a lot of processing time.
For boundaries, there are alternatives at Seeking administrative boundaries for various countries?Seeking administrative boundaries for various countries?
For cities, maybe http://www.geonames.org/ can be helpful for you.
Downloads can be found at http://download.geonames.org/export/dump/