We’ve covered ficticious places, so howzabout some places that would be, for all intents and purposes, impossible to live in/on:
On one of the inner moons of Saturn. Having Saturn fill the sky would one helluva view.
Inside one of those tall columnar rock formations in the US deserts. Hollow one out and have a heli-pad on the top. Great views.
At the bottom of the Pacific ocean. That way you’d get to see those bizarre lifeforms scooting around.
Macchu Pichu (Sp?)
I’d love to live in Key west or the Caribbean. I guess that’s pretty cliche, but so what? Anyway, it’s probably next to impossible to make a living there.
I’d settle for anyplace quiet. But that does seem to be virtually impossible.
Inside a lavishly carved iceberg castle large enough to be floating peacefully just off some tropical island paradise without melting away for an indefinite length of time.
A place that doesn’t have cell phones, or rather, a place that doesn’t have inconsiderate cell phone users.
One of my father’s cousins lives in a tree house. It’s about twenty feet up, three bedrooms, kitchen, bathroom, and so on. I’ve loved it forever and if I suddenly won the lottery that’s what I’d do. Get me a big honkin’ tree and build a house as high up as I could, regulations and whatever be damned.
I’ve never even seen an atoll. I want to live on an atoll before I die.
I want Fort Jefferson National Monument in the Dry Tortugas all to myself and my friends!
some ideas of mine:
a large space colony in high orbit.
a mile-long zeppelin that continually travels around the globe.
the penthouse of a mile-high skyscraper.
a self-contained habitat located either in the high arctic, the Sahara desert, or atop a Himalayan peak.
permanent houseguest at the Playboy mansion. 
(Insert-name-of-hot-female-celebrity’s-name-here)"s pants.
The Seychelles (they’ll probably have next to nothing to do, though), Dubai (UAE) or New Zealand.
I’d like to live in one of the old brick forts here in the U.S. (especially the South), cannons and everything. I’d have to fix it up a bit, but how cool would it be to have a couple firing cannons overlooking your driveway…
“Oh, look, the annoying neighbor wants to borrow a cup of sugar…”
I’d like to be able to buy a nice house in the town I grew up in in Northern California. Not likely, at least for a while. (Not a lot of young people buying their first homes in that housing market.)
I’d like a house up on stilts. When I didn’t want to be bothered, I could pull up the ladder.
A hobbit hole would be nice too.
The center of the sun.
Crappy view.
Oh, and my answer? The White House.
Japan… Maybe a nice house on one of the few private country club golf courses… now that’s impossible!
A planet where an entire spiral galaxy is visible in the sky.
Would be awesome to see the Milky Way setting into the ocean a few hours after the sun.