The world of Cowboy Bebop would be awesome.
Escaflowne would be another cool one (cat people, dragons, AND giant robots? Win.)
Much as I enjoy Pokemon, I wouldn't want to live in their world for long. Kricketunes jumping out of boxes in the basement, Rattatas getting into your trash, critters attacking you when you crossed your lawn to get your mail...ugh. Plus the forcing of animals to battle is like legalizing dog fights. Just not cool.
But I'd love to.....
Sleep on a giant Totoro or ride a Cat Bus
Own a persocon.
Have the power of The Paper from ROD
Meet Alucard in a dark alley...
Play "The World" (long as I didn't get stuck there or go into a coma!)
Pet Inuyasha's ears, then step back to let my friend pounce on him
Go for a ride with Haruko on her flying Vespa
Be a magical girl
Be a ninja
Have pink, purple, green, or blue hair...naturally.
Visit the Petshop of Horrors...but just to look

Be able to punch someone so hard, they'd go flying.
Own a giant robot stored in secret underground tunnels who would activate when I said "Big O...Showtime!"
And really...just the cat bus ride would make me a very happy girl.