JoJo's Bizarre Adventure strikes me as a pretty palatable choice. Hell, even if I don't get a Stand or the Ripple, or am doomed to die a horrible death, at least I'd get to be named after an awesome band and go out striking some of the most manly poses known to humankind.
Kill la Kill, despite being hilariously dystopian, should actually be quite livable. So long as you can muster the willpower to actually get a club up and running, you can get a Goku Uniform and secure a pretty high standard of living for you and your family.
I know for a fact that I would not want to live in the Nasuverse. Because A) Odds are I wouldn't even have Magic Circuits, B) Even if I did I wouldn't be able to be anything more than a less-than-mediocre magus, and C) This is the same world where a giant, blood-sucking wolf named Primate Murder lives.
Finally, the world of Bakemonogatari might be pretty nice to hang out in. Sure, various apperations and monsters exist, but there are people who exist to deal with them. Plus, the setting itself is beautifully (and randomly) stylized, everyone living there is pretty good-looking, and 90% of the conflicts are resolved through talking.