I've already mentioned my desire to have a fire lizard so Pern would be a natural.
I'd love to live in the Shire of Middle Earth, not too sure about the rest of it.
The flying cars and McDonald's of Fifth Element, not too sure about being a taxi driver there, though.
Here's some worlds by Tony Roberts I'd love to visit:
Kastania: A ruling family trying to restore a crumbling empire back to glory while beset with enemies from without and within.
His Dark Elf series:
A dark elf princess trying to find her kind after being raised by humans.