The world in The Handmaid’s Tale or the world in Delicatessen.
For Buffy fans like me its a moot point now but Sunnydale CA seems to be a good place to avoid.
Another Gilliam-imagined future worth mentioning: Twelve Monkeys.
I’m surprised more people haven’t mentioned Huxley’s novel. Though the world of sex-inducing drugs, thousands of twins, genetic engineering and more might be great because you have nothing to worry about, but as soon as you might realize what is really going on, you may start to want something a little more out of this “society” and
after careful consideration, it seems that the savage’s choice to kill himself truely was the only way out. I couldn’t find a reason for him to want to live!
Great novel by the way 
I need to get around to reading 1984 sooner or later.
What of the islands?
I wouldn’t want to live there either. Unless I could be a Beta. Alphas work too hard. And Brown is an ugly color.
How about the world of Harlan Ellison’s I Have No Mouth and I Must Scream? Makes Oceania look like a trip to the Playboy Mansion on Free Beer Night.
Posted by Orange Skinner:
The Alex actor would be Malcolm McDowell. He also played Caligula in Bob Cuccione’s porn flick of that name, and a few years ago he played the head villain in Tank Girl.
Fictional worlds . . . well, I sure wouldn’t want to live in Dante’s Inferno. For that matter, I wouldn’t want to live in Dante’s Paradiso.
How about the world of H.P. Lovecraft’s fiction? It gets really interesting now and then, but you’re living in a universe ultimately ruled by supernatural beings who look at humans as termites infesting their house.
In Robert Heinlein’s novel The Number of the Beast, the four heroes are using a dimensional-travel technology to visit alternate universes, randomly, and at one point they figure out that they are being naturally drawn to universes out of their own favorite fiction. The highest odds are of landing in a universe based on a book all four of them like. At one point they sit down and list their personal faves, just so they’ll know what to expect . . . and one to avoid. Zeb is greatly relieved to find nobody but him listed Lovecraft’s fiction.
I don’t think I’d like to live in post-Apocalypse earth, like in Road Warrior and countless other films and books – but I understand some people actually fantasize about it. It takes all kinds.
The world of “Metropolis” from that really old black and white movie (I want to say the 30s…???). The thought of being that clock guy scares me.
FTR, it was 1927.
I agree. Nothing like being a slave to the rich to bring you down.
Good point, Brain Glutton. When I opened the thread, I knew that my first answer would be, “If I get a job offer from Miskatonic University, I’m suiciding!” 
Almost any dystopia would be one I’d want to avoid, and there was a period when SF was glutted with them.
I think I’d have hated almost any time period from Stapledon’s Last and First Men, too.
And finally, if the world envisioned by the Fundamentalists based on the Bible can be considered a fictional world, that one raises large ethical and spiritual problems for me.
Any of the “comedic” cartoon universes, like those of Warner Bros, or Disney.
I mean, just think about it…if you’re not one of the “lead” characters, you just end up as one of the oft loutish “extra” citizens. In either case, you’d end up being of “average” intelligence, at best. Because, of course, “smart” people can only be villains, or a “pet” mad scientist.
The Justice system in such universes is usually about a step above Salem. (Anyone remember that “Duck Tales” cartoon where a judge stripped Scrooge-and his relatives-of all their assets because one of Scrooge’s ancestors had an outstanding debt? Pie Jesu…) Judges are brain dead. Defence attorneys are only able to gain acquittals for clients who are actually guilty. The only police officers that an averge citizen will encounter will either be mindless thugs, bumbling incompetents, or a spunky young female detective with a bad temper and a penchant for kickboxing. (The…later, of course, being will turn out to be a “lead” character)
You never get to change your clothes.
You’d be forced to wear an insipid smile as a “default” facial expression.
You might even have the bad luck to end up with cheesy anthropomorphic features…not that those would be bad, in and of themselves. But if you’re not a “lead,” you’ll probably end up with just a “button” nose and floppy ears as the sum total of your “animal” traits.
If you’re in a Disney spot, you might end up having to wear puffy white gloves…that you may never remove. This must make using the toilet a minor nightmare.
In most of these universes, Predestination rules over Free Will. And there’s no way to change that. The theological implications are staggering.
Speaking of theology, it is possible, even expected, to encounter the pantheons of gods from ancient mythology on a regular basis…but aside from sundry angels, and perhaps a vision of St. Peter during a near-death experience, the only deity from an Abrahamic Religion you’ll ever encounter in the world is…the Devil. Satan. (Almost like Yezidism, I suppose. Only without the compassion for humanity)
And, since the “point” of such a universe’s very existence is to create “funny” situations, expect the Fates, Fortune, and the Laws of Physics to regularly place you into horrific predicaments just to get a cheap laugh. 'Like being a Jester in Caligula’s court. Only with no sex. And not even the possibility of fighting back. Or release in death.
How’s that poem go again? “Worse, I know, Than death, more grim than plague, or fire, or hunger’s woe: Those pillaged souls from whom even hope of heaven is gone.”
Ranchoth
(“Killjoy” and “Depressing” are competing for my middle name)
Los Angeles.
I once read a short story, the name and author of which I can’t remember. Naturally. Told in the first person, the storyteller is some sort of missionary in the future. He’s on a ship in space somewhere and the discovery is made of an interesting planet that’s all veldt, like Africa, with the same flora and fauna and so on. Living on this planet is David Livingstone. What is learned eventually is that when a person dies they do go to Heaven or Hell, which is an individually crafted situation. You end up going to the most Hellish or Heavenly situation in your imagination, to live there forever.
My personal place I would never, ever want to be, which takes precendence over more or less all the worlds you’ve mentioend:
ANYWHERE H. P. LOVECRAFT WROTE ABOUT!
Dear God, that was a depressing place. Its so horrible I won’t even get into the whole of it. Honestly, about the very best thing that could happen to you is that you would die and become a maddened ghost. Most people weren’t that lucky.
It IS quite fascianting. The whole city is a sort of mockery of human civilization. Its a sort of “Rome” (or any other great Imperial center) a thousand times more degenerate and decadent than it ever actually was. Its sort of like watching a train wreck that somehow stays on the tracks. You know it shouldn’t possibly be able to go on, yet sopmehow it does, looking briefly elegant and graceful as it skids out of control, seemingly forever.
A freaky place - if you can help it, never visit, and if you must do so, conduct your business, realize everyone who seem to help you will betray you given time, and leave before the s***storm comes down atop you.
Hah! You fools, now you will face the Amazing Spider-Drow!
Spider Drow!
Spider Drow!
He’s Super Spidery Cool! And How!
If you think the world of The Handmaid’s Tale is bad, try Atwood’s Oryx and Crake. At least the world of THT gets better, albeit in the epilogue and a few hundred years after the main story. OaC doesn’t even have that consolation.
Stephen R. Donaldson’s Land after Thomas Covenant’s first appearence. Before him it was a paradise but once he started showing up it became a hell.
Issac Asimov’s Foundation galaxy, unless I was a First or Second Foundationer.
I personally think I would do just fine in a Lovecraftian Universe. 
I know it’s supposed to be THE place for humans to be and all, but I’d really hate to live in Zion. Wearing see-through cotton and dancing to bad techno all the time…Sorry, not for me.
I’d prefer to be where Mervoginian and Persephone are - a mansion in the alps.
Jordan’s Wheel of Time universe. The Dark Power has been sealed inside his prison for thousands of years, but the seals which secure his confinement are crumbling . . .
Zion in The Matrix. Looks like a thoroughgoing hell-hole.