Ok it's no newsflash, the real world sucks long and large.
Sure I can think of some positives if you let me think for half an hour. But the negatives, they take mere seconds for me to have a long list.
Sooo of all the many myriad NOT real places from games, film, literature (anywhere you can think up I suppose), where would you rather be, if the going there was actually doable ie bye real world, don't wait, I won't be back.
Too many anime settings to name. But I think being an English teacher in any of scores of anime high schools would be fun. But chances are I'd end up in one of my Science fiction books. The Light of Other Days would be awesome.

Trillion: God of Destruction Trailer Wreaks Havoc
Caligula PV Rife With Mystery
Sailor Moon Megane Gleam With The Power of The Moon
Female Fortuner Figure Maddeningly Moe
Top 10 Ghibli Movies You Forgot To Watch