It depends. I would love to live in Gensokyo, if not for the fact that most humans are lower on the food chain than the youkai. Of course, if I were to become acquainted with some of the friendlier characters or somehow happen upon a magic artefact or arcane knowledge, then I think it'd be a wonderful, lazy lifestyle. So it really depends on if I would be just dropped into whatever role or if I can take on the role that I want to.
The same goes for Pokémon. If I could be a trainer who travels with a couple friends, it'd be a lot of fun. If not, though, life wouldn't be very exciting.
I guess it's the same case with an eroge. If I were the protagonist, and one of the love interests were someone I'd like to spend time with, then it'd be great. Otherwise... meh.
So, yeah. It depends on my role within the game world.