some of the answers surprise me...
i mean, we're picking just the setting, right? so you'd' be yourself in that setting?
for example, if you're in the harry potter universe, you would most likely be a mogul in a world with randomly picked people with powers much greater then your own, summoning demons you've had no ability to fight or defend yourself from.
if you live in the world of the x-men, you are most likely a normal human being in a world where people more powerful then you can fucking control your mind, shapeshift into your SO to kill you, or simply get you harmed by accidently have their glasses fall off.
if you live in the world of star trek, guess what, the federation practically has martial law over nearly a quarter of the fucking galaxy. it might be fun from the point of view of a military officer, but have you ever seen civilian life under martial law? i can't imagine its very liberating.
i would go with the diamond age by neal stephenson, because it's a great combination of good life and creative destruction to society's never-ending restructuring in the face of collapse, a sea of opportunities.
Mine is definitely in the United Federation of Planets of the Star Trek Universe.
Yes it has its wars but the people live in a non-materialistic, tolerant, nonjudgmental, science based, non-racial, non-religious society with equal opportunities to everyone.
Assuming that I'm just a regular guy, or "me" as Mane mentioned, Star Trek has to be near the top of the list. My impression of that universe is like you mention, Riva (and not Mane's martial law one). I'd also have to throw in the "Mathic World" in Neal Stephenson's Anathem. Granted, one of the themes of the book is escaping the semi-forced seclusion of the "maths" (for those who haven't read it, think "academic, secular co-ed monastery") -- a low-stress, non-materialistic, secular environment based around simple hobbies, books, and intellectual debate sounds pretty appealing.
Now, if you were to go on the typical assumption on these threads that I could be one of the "objectively exceptional" people, my answer may be a little different. Harry Potter comes to mind rather easily, even if that school is a downright dangerous place for children. Of course Harry Potter would have to come in second place to the Star Wars universe and "Jedi Kelric". I think I'd make a pretty awesome Jedi ().