I'd say the Matrix world. I mean, Keanu Reeves would have infinite power, and I could just kill anyone who annoyed me and didn't know that they live in the Matrix.
I also like Middle Earth, but I really dig the Unreal, and Command & Conquer Universes.
that Mobile Suit Gundam future is pretty nifty as well, I mean, they have MECHS!!!!!
Then there's that world in my head, but I don't know if that counts. :/
Oh, let's not forget that future from Space: Above and Beyond. Thatshow had Gunnery Sargeant Hartman, AND, a cool theme song, AND lots of weapons, not to metion cool aliens.
speaking of which, I like that "Alien" future, with lots of evil corporations, and evil aliens, and bigass spaceships.
and, Stephen King? The running man world, defiantely.