I would live in the Metal Gear Solid 2 world...oh wait...that is our world... What about the world of Tetris o_O or Pong...I'd just kill myself. But seriously, I'd have to go with any Final Fantasy 8-10. 7 would just suck to live in or if it didn't suck when you got there it would suck eventually.
I would live in... GTA universe: you can kill people and get out of jail a few hours later. Plus their hospitals seem to be able to bring anyone back to life. Final fantasy Universe: I dont know what game, but any of them would be cool (maybe FFVII or FFX)
Final Fantasy Tactics universe. Avalon rles bitches. but seriously, how sweet would it be to have a mog for a best friend? Maybe ride a few chocobos, and everything is turn based when your fighting so you have plenty of time to think if you want to make the mistake of hitting that soldier.