Hrmm, semi hard one I guess...
Book: The Lord of the Rings. These are my favorite books ever, and the world is neat and amazing. As to where, it'd obviously be in Middle Earth, at the Shire. I'd definitely love to live there. <3
TV Show: Dr. Who. This is my favorite TV show (my preferance seems to depend on my favorite thing XD), and the world is not only cool, but weird and to my taste. The place, well it's technically here anyway, but a different universe. And I'd like to travel with The Doctor. :>
Movie: Ah, I'd pick Serenity. That is a super good movie, although not my favorite. It's only the future of Earth, so nothing much changes. But as to where I'd like to live, well on Serenity of course.
Video Game: Not Zelda, but my favorite game, Chrono Cross. I'd of course live on the mainland, El Nido, in Arni Village. Although I'd live in Serge's Parallel world instead of the home world.
Yup, that's me.
EDIT: Changed my mind on that movie option. X3