My happy place is in my mind. It is a story idea, in the fictional West Coast town of Mallet's Cove. It was an idea I had that has taken on a life of its own. Every night when I go to bed, I close my eyes and add more details to the story. I also do this if I am stressed.
I've done this for so long the story seems almost like a memory instead of a story (yes, I know the difference--I haven't gone completely around the bend! LOL :-)