Uh...I have no idea. What my favorite universe is, changes often. In this situation, I could be (Trying and failing.) to run from Deathclaws one week, simply end up in Vegas the next, end up in a destroyed, post-apocalyptic Vegas the next, "die" scared, alone, and hopeless in the streets of an overrun Manhattan the next, and you probably get the idea.
Since simply going by memory is finicky, at best, I get to choose. I guess. Even when I get to choose, it's finicky. Do I choose somewhere where I could rip the hell out of everything? Somewhere where I can just survive, but somewhere less boring? A mix of the two, somewhere that I can survive, and have fun killing things? A mix in the other direction, where I survive by killing things?
So hard...
I guess I would choose Disgaea. Yes, I'm fit to get killed, easy; but handguns exist in that world, en mass, and they're my forte. They aren't half bad, either. Get my hand on one, and I could potentially make a living. And the best part, as a rather cheap failsafe, is that if I do die, I get reincarnated as a Prinny, dood. Then I get my own free endless stockpile of weapons, dood. Chances are I could find my way to [small]Prince[/small] Overlord Laharl's castle, dood. Yeah, living as a vassal would be hell, dood...But after I save up enough money, then I could reincarnate into a Nekomata, minus the useless ample assets (And with all hair color being the same. That is a major pet peeve of mine.). Then I could shave off the excess fur, put some casual clothes on, get an RQ .44, and mess some stuff up!
Yes, it will work out either way. Just, one is rather hopeless, and the other would take a while.