I don't think if, given the choice, i would actually exile myself to a different galaxy, never to see my friends and family again, but heck it's something i would seriously consider.
I would probably make myself a series of different world, all spread far across the galaxy. One would be a classical-esque world (think Roman Empire) with magic, another would be a high-fantasy world, a steam-punk world, and a cyber-punk world. I would then connect the four worlds by wormhole to my own personal planet, have myself a mighty castle for my home, and visit any of my four worlds at will, disguised as an ordinary human.