Take a book that you've loved, any book and here's the question: Would you want to
- A: take the place of the main character, for however short a time?
- B: live in/visit that world.
Mercedes Lackey's books are a case in point. Aside from the Elemental Masters series, she tends towards unhappy main characters: Vanyel being the best example of them all. On the other hand, Valdemar doesn't seem to be too bad a place to live, but how about the rest of the world? Still, a number of the books in this series have been classified as Young Adult in the libraries. Either way, the Valdemar books are some of the ones I re-read the most often.
Laurell K. Hamilton's books? No thanks! It might be neat to see the worlds she's created for Anita and Merry, but to live in them? Too dangerous, I think, especially if you're anywhere near the main characters.
How about Twilight of Avalon by Anna Elliott? It's the middle of a war. This world might be great for a guy, but for a woman? IIRC, Isolde is basically sold off to the highest bidder for her husband after her first husband dies (and only days afterwards, at that).
One world I wouldn't mind is that of The Blue Sword, by Robin McKinley. It's an interesting world and cultures, and also, nothing too bad ever happens to the characters.