Grand metropolis from Sonic adventure 2. I like technology and the future and that place was rad as shit. It combines ambient tech with beautiful green vistas. Perfect combo of nature and technology.
I would pick different locations but alot of future setting locations are complete ass. I liked Deus ex's world but I would hate to live there.
Assuming the world isn't in martial law, I would probably pick the metropolis form Mirrors edge.
Assuming we get the world and all of the powers the world bestows upon us, I would choose...that city. You know, the one from final fantasy 13-2 that wasn't beat to shit. Cocoon I believe what it was called. Ill shoot firaga magic while riding my motorcycle and shit, and if I scrape my knee I'll be THAT guy and use heal 3 on myself.