All of the previous selections are good ones, and for good reasons. So I'm not going to bother repeating any of those.

I'd want to be a Citizen in the world of the Codex Alera since they usually have strong furycrafting powers (control over nature, for the unenlightened.)

Or a wizard in Jim Butcher's Harry Dresden books, since we get some of the modern conveniences (except technology hates us) plus cool magic powers.

I'm surprised no one has brought this up, but I'd also like to be a Bondsmagi in Scott Lynch's the Gentleman Bastard sequence. (Are you noticing a theme here?)

Go ahead and put me down for any worlds where immortality or cool magic powers or both are an option. Preferably both.