If I were to pick a FF world to live in I would have to pick Final Fantasy IX, the major cities are just so grand and I love the period that it is set in. Swords, Spears, Bows, and other various old fashioned weapons, love it.

As far as a city to live in, gotta be one of the two cities with massive castles, Alexandria or Lindblum. Probably pick Lindblum over Alexandria just because I think it'd be awesome to have a town actually inside the castle itself. On second thought Treno wouldn't be too bad either, I'm a night owl to begin with so that'd definitely be fun.