I would live in 1920s Australia. An horrific world war has just come to an end. The Australian federation is still young and vibrant. We're beating the British at the Ashes in cricket. The airplane is still exciting and people like Kingsford Smith are making history with historic flights.
New exciting writers are doing new and exciting things with writing. D. H. Lawrence's novel 'Kangaroo' came out in 1923. 'Ulysses' by James Joyce was released in 1922. 'The Great Gatsby' by F. Scott Fitzgerald was first published in 1925. Then there's 'The Mysterious Affair at Styles' by Agatha Christie (1920) and 'Orlando' by Virginia Woolf (1928). There's also science fiction with such writers as Edgar Rice Burroughs and H.G. Wells (yes he was still around and he was still writing in the 1930s) stirring things up.
In Australia, USA, Britain,Germany, Italy and France silent films are developing along all sorts of lines. There are experiments with colour and also sound. Mind you the first full length film to use synchronized sound on the actual film stock won't be released until 1927.
Some of the best jazz to come out of the USA came out in this decade. Possibly the strangest yet also the most compelling forms of jazz came out of Germany at this time. Radio brought the world closer.
There were pulp magazines, ice treats in summer and packaged sweets.
In New South Wales, Australia in the suburb of Ramsgate a marvelous series of baths was created together with an eatery and a fantastic room of distorting mirrors, fortune teller machines and slot machines. There was also a wonderful aviary full of native birds. It was all still there in my youth but was dismantled in the 1970s to make way for a car park for a supermarket. What a tragedy! But to be there is the 1920s and to see it all shiny and new would be too wonderful to describe. I can still remember the banana fritters covered in icing sugar hot from the eatery along with hot chips (this was the 1960s). Something tasty that melts in your mouth after a swim. But back in the 1920s it would have all had a certain freshness and uniqueness to it that would have been an extra delight. And Luna Park in Sydney wouldn't have been very old back then either.
I wouldn't want to be in the USA during this period because of Prohibition and the problems that caused. Other than that there's the music, the wild dances, the cars and the writing. And the pace of life would suit me very well. The only downer would be 1929 and the start of the Great Depression.