Well, to be entirely honest since most games are developed around the idea of adventure and excitement, not many of them would be very pleasant for *me* to live in.
The problem with questions like this is that most tend to think of the question in terms of "which game setting would I want to be a hero in". Well you (joe gamer) are not a hero. Simply being part of that world means that your liable to be a menial labourer in something like Fable (Crate Carrier, etc...), one of the many fearful ordinary joes (or someone who dies from lack of water, or from radiation) in say "Fallout", etc... etc...
I suppose in theory some of the more civilized universes like "Mass Effect" might be okay, but even so those games take place in "interesting times" (to referance the old Chinese curse). In that universe you have reasonably good odds of sitting around drinking your coffee and being gathered up for building components, turned into a husk, or used for rogue military experiments... depending on where you are of course. Given that most of the game takes place out on the fronteirs... well in that "game world" I can't think of many nice places where you could just mind your own business. I mean even "The Citadel" saw most of it's inhabitants used as wall paper at the end of the first game.
It's sort of like the question from "PnP" RPG games about whether someone would like to live in their campaign setting of choice. That's a big "oh yeah" until they realize that same rarity of heroes (so to speak) that makes their adventures signifigant means that they get to be 0 level peasants. That's not so fun.
It's sort of like how today our own world would be great if you got to be a multi-billionaire playboy adventurer, or something like that. However such people are as rare in proportion to our world as they are to fantasy worlds even if the games choose to focus on them. Someone who was viewing our world from the outside as a campaign world or something, with the action focused on say super-spies, real world adventurers, and a lot of the really cool stuff might think it sounds great themselves... until they realized that being here meant that they got to be you... ordinary Joe-Dude, depressed cog in the machine, guy who consumes fantasy as escapism because his life isn't exactly the stuff of legends.