I was faced with this same decision, actually, when a few friends and I were discussing ME. Some have already said this or had similar thoughts to it, but if a portal were to be dropped in your bedroom...well, everything does happen for a reason. Maybe choosing ME is YOUR course in life. We have to make decisions sometimes that is new and mysterious, IE leaving the nest when we're adults.
That being said, I know eventually whether I want to or not, I'm going to leave home anyways no matter what world I choose. It's in my nature to do so; I'm a nomadic type of person, I love exploring new places. This, for me, would be opportunity knocking; to explore the very world I've dreamed of traipsing across since I was a kid. I hunt; yes, I go bow hunting. Even at my young age I've lived without electricity and have lived off the land. I know the basics of house keeping. Could I survive? I'd like to say I could, and in reality I may scrap by, but one thing I'm NOT use to hunting is Orcs.

That's where I would just love to call Imladris my home that way should any Orcs happen to come up with the idea of shish-Ka bobbing me, I'll sick Elrohir and Elladan on 'em!
I know enough Elvish to get by, so I would fair well with the elves. My bow skills, however, are not NEAR as good as their own, though.
With every action though, there is consequences. We would know what would happen next given we knew what event was happening exactly. Some would think, "Hey, this is an advantage though, right?" It very well could be. But then again, how many of us are truly prepared to go to war WITHOUT the technology and weapons we have in today's military? It was kill or be killed; it still is, really, but I would say it was much darker and graver back then.
That being said, I would sadly have to choose our world. *sigh* If you would have said, oh say, the Fourth Age where there was no war (that we know of) I would have chosen the ME door.
But...IF I had chosen the ME door instead of our world I would take no one; there WAS a war going on after all, and I would much rather have my family in our own dimension as safe as safe can get. I would LOVE to live in Lothlorien...just to see the Mellryn! I wouldn't mind seeing Lord Celeborn or the Lady Galadriel either, but I REALLY would love to see those trees
I would go so far as to say humans could live in Rivendell. Didn't the Dunedain chiefs retire there? Or their sons were fostered there...I can't remember :\ Someone please refresh my memory.
Hobby wise, I would most definitely be at home in Rohan. I am extremely keen on the equine nature, having raised a few myself.
Ah decisions, decisions.
“Sometimes it's the smallest decisions that can change your life forever.”-Kerri Russell