Rivendell and Bag End have already been mentioned. But Cair Paravel, in the golden age of Narnia, would be cool too. You could go for a swim right out your door, if you felt like it.
plnner stole, stole I tell you, Xanadu from me! (May I still come and visit? You’d never know I was there!)
So instead I’ll take the Treehouse from the original Swiss Family Robinson.
Two spots:
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Stallone’s house in Oscar. It’s a brilliant neo-classical house with atrium and large library and foyer.
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The villa in Branagh’s ‘Much Ago About Nothing’. Marvelous old villa in the Italian hills.
Damn, there’s some good ones in here. Here’s some more from me:
• Sharon Stone’s Stinson Beach house from Basic Instinct.
• The bad guy’s Tiburon house from Magnum Force. (The scene where the Motorcycle Cop tosses a tear gas canister into the pool and starts shooting away with a machine gun, killing Suzanne Somers among others. Hey, I bet I could get it cheap after that massacre!)
• A TARDIS. Of course I’d have to also be a Gallifreyan Time Lord. 
I’ve always liked that cantilevered house with the huge windows in North by Northwest overlooking Mount Rushmore.
Bright a’ Morn from The Quiet Man. Provided I could have Maureen O’Hara’s hair to go with it, and the horse and buggy.
I’d like to live in a Michael Mann movie, since everyone seems to have groovy beachfront houses they couldn’t possibly afford.
Catcher Block (Ewan McGregor)‘s swingin’ 60s bachelor pad in Down With Love. Also his wardrobe was pretty sweet.
Hell yeah!! How could I forget that one! Good call!
Well since some of us have drifted into TV, I’ll chime in with the Red Dwarf.
Food machines all over the place, a private cinema, fully stocked bars, of course I would have to be alone or only with a handful of others. The fully crewed one woudl be too crowded.
That planet in ST:TOS where whatever you think about comes to life. I have a really vivid imagination sometimes.
I’m with you on that one, that house is just amazing.
My other choice would be Lothlórien.