For me it'd be the past, it'd be interesting to live as my ancestors from centuries ago lived, or even in an entirely different culture from antiquity or the classical age (Rome, China, Persia, Greece, Mesoamerica, Egypt would all be good choices).
Of course those periods of time had issues of their own, such as diseases that are easily cured now. Though it's not like we all live on a paradise either, there are hardships no matter when one lives. I like reading about how people lived, though that only comes from limited evidence that we have now, so if it were possible living personally there would be certainly a different experience.