A pretty interesting topic which I guess most of us have have already pondered in one way or another, sometimes without even realizing it. Because what else are you doing when you're thiking 'well, hanging out with those would be great, wouldn't it?' if not this?
But judging this by the characters you could interact with if you lived in a 2D world is a little boring, let's try going by settings instead:
• Kaiba - the first thing that I thought of when I saw this thread. This one is a little problematic as Kaiba is somewhat dystopian - the rich can do whatever they feel like doing while the poor wallow in misery. At first I thought I wouldn't like to live a happy life it it meant tons of people would have to live miserable lives as a result but isn't it the same now? I don't think I can say I'm happy now but I certainly do live a somewhat careless life. People starve all over the world and I throw out some food I bought but didn't manage to it sometimes. And in the end it doesn't bother me all that much.
• Slayers/Gintama - someone (from /so/) mentioned that hanging out with Gin and Co. in Gintama universe is his dream. Sounds okay but I'd rather form a party and travel through some fantasy settings with my friends. Searching for treasures is optional, it's a McGuffin either way.
• Natsume/Mushishi/Kino no Tabi - traveling, woo! Talking with spirits and whatnot sounds good, not like I can get along with actual human beings, might as well try to get along with them instead.
• Sunred - world conquest, woo!
• Arakawa - haning out with a bunch of weirdos and rejects. I guess I could do the same IRL and it does sound pretty appealing at times.
• Dennou Coil, Eve no Jikan, Chobbits - cool sci-fi gadgets and the like. Most of us sure could use an android companion, right?
• Rune Factory - maunal labor/farming on an isolated island in a middle of nowhere in a nice community with cute girls. Sounds okay to me.
• Marimite - or any other catholic all-girls school where I could seduce cute girls. Of course first of all I'd have to turn into a 2D beauty...
• Kaiji - do or die scenario. For someone who seriously contemplates suicide either way it sounds okay (at least throwing your life away due to a gamble sounds better than just hanging yourself).