I’d be the insufferable Harriet Vane (she detects! In Gaudy Night especially) just so I could shag Lord Peter.
That aside, I wouldn’t mind being the obscure but very rich, stylish and sexy Phryne Fisher from the flapper novels by Australian author Kerry Greenwood. The clothes, the cars, the men, the clothes… Oh yeah, I said clothes twice. 
I think Greenwood just likes writing about silky knickers. Other than that, Phillip Marlowe if I had a sex change. Hardboiled would be potentially amusing.
I would be John Marshall Tanner.
Or his girlfriend.
The lonely, introspective, tough-but-tender PI just gets me every time.
I’d be Stephanie Plum just for the benefits of Joe and Ranger alone. Plus I want to see what she looks like. (I always get the feeling that she must be either the hottest woman ever to get the attention of those guys, or else their charms are greatly exaggerated.) But her family would make me nuts.
Jim Rockford. (I always had a crush on Gretchen Corbett!)
Sheesh, I’m too stupid to be any of them. I’d probably be a sidekick like Watson (only a girl, and sexy 
), bumbling alongside the hero, chronicling his/her adventures.
Lawrence Block’s Bernie Rhodenbarr, from his Burglar series: dilettante bookstore owner by day, master thief by night. Witty, erudite, gentlemanly, and invariably gets involved in a convoluted murder case in the course of his nocturnal activities, and just as invariably solves it, picks up a Mondrian or a small fortune along the way, and gets laid in the process. And he always gets to say, “I suppose you’re all wondering why I summoned you here…”
I would not want to be James Lee Burke’s Dave Robicheaux: Vietnam vet, former alcoholic, and serial victim {his Mum skipped out and was murdered, his Dad was killed in an oil rig accident, he’s a constant target for psychopaths, serial killers and demons, his house burned down, and I’ve lost track of how many of his wives have died. His adoptive daughter probably drowned in Katrina. Or was eaten by alligators}: he makes Job look like Milly Molly Mandy. A great series, but bleak as hell.
I’d LIKE to be Nero Wolfe. However, I have threatened my daughter with growing up to be just like Grandma Mazur. She paled, and then pleaded with me to change my mind. Since I don’t like funerals, and I am not constantly on the lookout for a man, I guess I’ll have to give up that idea too.
I think that I would most like to be Wolfe, though. Very little of that running around in the middle of the night stuff, darn few people actually shoot at him, regular meals, and a Man Friday.
Nancy Drew now, Miss Marple when I’m old and withered.
Since I have come in late I’ll go for Jill Fitzpatrick the detective from Dorothy Porter’s detective poem The Monkey’s Mask. Sure she may be a woman but she’s a lesbian, so she sleeps with women too.