Currently, I'd have to say I would pick Peter F. Hamilton's "Commonwealth Saga."

Just so much awesome tech I'd love to have access to, from wormhole travel around the galaxy, to the kick ass medical sciences. So many possibilities. Long life is definitely one of the draws, but so is all the different modifications that can be made to the human form (from OCtattoos to changing your appearance).

I've thought about Hamilton's "Confederation" setting as well, and if I could go there, I would definitely be an Edenist.

Another SF setting that intrigues me is Richard K. Morgan's "Altered Carbon" setting, for many of the same reasons as the Commonwealth (cortical stacks are a neat concept).

As to fantasy settings, offhand I can't think of one that I love enough that I'd like to visit.