If you could live in any video game world...

Assassin's creed or Game of the Throne The Game.

Minecraft ;>

New Vegas or DC from Fallout: New Vegas and Fallout 3 respectively or Chernarus

Mass Effect. It looks awesome when reapers aren't around.
Or Star Trek Online but I guess here I'm only talking about the idea of Star Trek universe, since it's not much of a world in that game.
Yet, the Federation...

The city in mirror's edge certainly comes to mind. Nothing like the entire city as a playground, when you're a runner. Of course, there is always the issue of getting shot, but I guess that's part of the job description.

Where I would really want to be is Caelondia(Bastion), though. Sure, the calamity was a disaster and all, but there's a sense of finality, I guess. We work hard to rebuild a new world, and my actions would actually count for something. The world may be a dangerous place, and every day may be an exhausting one, but that only makes the coming sleep even sweeter.