So this is an interesting thread. And people have basically named all of the best choices. Let me take my overly-analytical brain and work this through.
Fallout 3: It would be incredibly fun; Granted we're doing this the way I imagine (I.e. it's not necessarily 'the game' but more so living in a universe that is technically that game). It would be enjoyable blowing the heads off of super mutants, and because the world is real, I can now go up to Mr. Tenpenny, and purchase a room with my 78k bottle caps. I'd be able to carry three hundred pounds of equipment with me, instead of my current "3 pounds". And I would be overpowered beyond belief. Another plus: Living in a universe means that I COULD clear out all the supermutants; destroy all the deathclaws, AND start my own society, basically anywhere! I could pry the boards off of those Goddamn doors to what appear to be perfectly stable buildings! The possibilities are truly endless! But, I should go to cons: Running water is a rarity; clean running water an even rarer one. Should project purity be up and running we would at least have clean water though. There's no TV and only one radiostation (but in a real world scenario version of Fallout 3, one COULD gather supplies and eventually make more radiostations).
Pokemon has been a childhood favorite of mine. It would be great to be a pokemon trainer. It's really essentially this world we live in, only with some kickass animals that can make lightning happen, or burn a hole through the bully's house. (See: W"hy it would kick arse to be a pokemon trainer" at Yahtzee's site, fullyramblomatic.com)
Ratchet and Clank is also a favorite. As mentioned the technology is amazing, the wildlife is amazing, and there is INTERGALACTIC SPACE TRAVEL. So this place is basically like Future-Fun-World.
When I have to choose, those are the three that come in mind. I know I have to choose one, but I can't. I'd just love to live in any of those three places, for various reasons.