I'd choose back in time.
Probably go back to when I was a kid, change some choices I made and such. Whilst trying to maintain the things that have went well.
Another world, whilst the prospect is quite enticing, the fact remains, I'd have left behind my friends and loved ones, for a chance that I enter a world that doesn't suck.
I mean, considering our solar system alone has a large percentage of worlds that don't actually have a liveable atmosphere... The chances of ending up in a new world that 1) Can support human life (Atmosphere, Water, Food, climate, lack of predators etc) and 2) Would actually have intelligent life on that doesn't want to kill you is pretty bloody slim.
Especially since I know my past and exactly what I can do to improve it (Heck, going through school when knowing everything about it would be even more of a breeze that it was at the time)