I was going to say Midgar, but I just realized how much I'd probably hate it (the slums anyways). None of the other areas in VII are super appealing either.

Good god I'd have to go with Pokemon as well. I'd take control of team Rocket and grab Giovanni and be all like "This world deserves a better class of Criminal...and I'm gonna give it to them". I'd wear the Joker make-up and everything too