Have lived in US (East and West coasts), Sweden (west coast only), and the UK (north and south--would never move to the south again). I've liked all of those, each in their own way, and would happily live in any of them, and in Denmark.
If I could choose from a blank slate, it would be someplace warm (not hot), sunny, and dry. Like the SF Bay Area, but not most SF neighbourhoods (too foggy!). Sun and salt water make me haaaaaappy.
Politically, it would definitely be Scandinavia, preferably the Scandinavia of about 20-30 years ago, pre-immigration terrors and rising racism. Social democracy is simply the most workable among a set of not-ideal choices that we've come up with so far. Highest standards of living, good longevity, high happiness indexes, etc.
But the weather thing makes it too grim up there. And the high suicide rates map closely to seasons. I love things metaphorically dark, but literal dark is not good for humans, esp this one.
Oh, yeah, TELEPORTATION. So sad I didn't think of that myself.