It depends on the time period. Pre-Sozin, probably Fire Nation, since they hadn't slid into fascism yet and were living basically in a golden age of prosperity.
Post-Sozin until the end of the war, it depends on my ethnicity. If I'm ethnically Firish, probably the Fire Nation colony cities in the EK. They benefited economically from the FN imperialism but didn't really have to live with the police state fascism of the mainland FN. If I'm anything other than Firish, I'd want to live in Ba Sing Se or Omashu. For like 99% of the war they didn't have to deal with hardly any of the consequences of the war, other than a refugee crisis from the rest of the EK. Only during the last year of the war did they have to live in Vichy Earth Kingdom.
Postwar, any big city in either the FN or EK.