Hyboria
The world of Conan (the Barbarian) might be a strange place to want to visit, like asking to be taken to a war zone on Earth. But it's not all fighting. There's some great scenery, exotic people, strange creatures, and of course, overly-muscled heroes with huge weapons to protect the innocent. Never a dull moment on Hyboria, and perfect for a bit of questing or some light adventuring of an evening.
Lilliput
Imagine living in a world where everyone else is teeny-tiny. All the little villages and streets, the tiny harbour and the tiny ships. And the tiny people speaking in cute little squeaky voices. This one is more of a holiday destination really, as you'd have to camp in a field. And the food isn't great, not so much the taste as the portions. A holiday romance is out the window, and all that squeaking would soon get on your nerves.
Kashyyyk
It was a toss-up between this place and Endor, and Kashyyyk won by a whisker. Yes, Endor has Ewoks, and huge forests and whatnot, all very nice. But the night-life is a bit dull, and I'd have a problem sleeping with all those Death Stars exploding over my head. And it's only a moon, they're never going to get a better rating until it's upgraded to planetary status. But Kashyyyk has Wookies, who look like a bunch of guys who really know how to have fun. They have some great vehicles, inexplicably shaped laser blasters, and I'll bet they brew some great alcoholic drinks. I'd really love to see a bunch of drunken Wookies stumbling home singing!
Drenai
David Gemmell's land of heroes is quite different to Hyboria. Drenai is more believable, more subtle, with more shades of grey than just good and evil. Yes, there are some very evil people and some very good ones, but most are just ordinary folk doing what they need to do to get by. Add to this some subtle hints of the supernatural, a bit of magic, and some good taverns close to transportation routes, and it's a fine place to visit.
Vardia
Vardia, as described in Chris Wooding's, Ketty Jay novels, is my favourite Steam Punk setting. It has airships, guns, and other alternative tech, of course, but also has demons and other supernatural beings. It has heroes who are rogues, rogues who are heroes, demonologists and other assorted scallywags. The hardware and the warmware all hang together in a believable way. Not sure I'd want to retire here, but it would be an interesting place to live for a few years.
Helliconia
Brian Aldiss created this almost unbelievably detailed world, starting in orbit and working down to the microscopic. There are three seasons, Spring, Summer and Winter, of which I think I'd choose the late spring to visit. This would be after the snows have melted and the animals and plants are emerging from hibernation. It would also avoid Bone Fever season, where the people undergo a radical bodily transformation and lots of people die. So after that, and when the mess has been cleared up, but before it gets stupidly hot. (For an English man, this is about 26° C.)
The Four Lands
Those of you who have been fortunate enough to be able to watch The Shannara Chronicles on your televisual apparatus of late will know immediately what I mean. Despite the plot (He's got the stones, he's lost the stones, he's got them back again, he's lost the...you get the idea.) I think the Four Lands would be a great place to live, the complete lack of imagination in the naming notwithstanding. Of course, this being one possible future Earth, it might be easier to get to. Wait a while, invent time travel, or hibernate are three possibilities that spring to mind. As well as all the nice scenery, the elves and stuff, there are also old ruins which have unexplainably survived from the age of the ancients, i.e, us.
Middle Earth
I know what you're thinking, “what's for tea?” yes? Well stop that and pay attention. Anyway, only making number three on my list, is Tolkien's wonderfully deep world. It's filled with goblins and orcsies and old men riding fell beasts in unfashionable armour, but it also has Hobbits, and the shire. I feel I would fit in perfectly. I'm about the right height, like food and home comforts, and like to keep to myself. It might get a bit boring after a decade or so, but I can always move.
Pandora
Unlike the others on the list, Pandora is actually a real place. (ok it's not, but it could be, one day.) I feel this would be an all or nothing trip for me. I wouldn't want to be a human and wear a mask all the time and be attacked by bioluminescent creatures. I would have to go native in the real sense, with the big blue body job and the mind transfer at the glowy spaghetti tree were Sigourney Weaver died. I'd also visit when most of the other humans had left and stopped breaking stuff. I would help to re-plant the forest and tell all the little blue children stories of Earth and computer games.
The Culture
I know, not technically a single world, but a great many, but I love Ian M Banks' creation, and couldn't chose a single place to settle. I'd love to travel aboard a space ship controlled by a super-intelligent A.I. with a strange name, be immune from almost every disease and genetic condition, to be almost immortal and make my glands secrete non-addictive, side-affectless drugs as we travel the galaxy. I could live for 500 years, go everywhere, get an entire wardrobe of t-shirts, then be put into hibernation until some new stuff comes along and start again!