Not sure I would like Hogwarts, too much emphasis on the houses and on athletics. Roke had some pretty unpleasant ways to teach, not to mention the hostile competition could get ugly. Roanoke Academy for the Sorcerous Arts takes place in a universe where outside forces are actively meddling with reality -- not all is clear yet, but it sounds like an uncomfortable thing to have hanging over your head.
What fictional library I'd like to visit, when they ask that, is more clear. The Beast's in Robin McKinley's Beauty. That for the obvious reason that it's just about the only reading library in fantasy and SF. Most libraries, for tolerably obvious reasons, are research libraries, and what tomes they contain is heavily dependent on the plot.
When they ask what fictional world I'd like to live in, the only response is two questions.
- Will I feature as myself or as an inhabitant of the world?
- Will I have any choice about where and when I land?