Movie? I don't know. Probably one set somewhere in Italy or France.
TV show? Black Books! Absolutely!
Music DVD? Evanescence's live show. Seriously, I've seen that music DVD at least 10 times, and I never get sick of it. Great show, and wowser, some of the women in the crowd are amazingly hot AND stylish! I prefer heavier music in general, but for instance one of the Cradle Of Filth live DVDs? No way! It's jam-packed with guys!
(And even though I write fantasy, I can't imagine living in a fantasy world for very long. I'm a lover, not a fighter, and all those monsters would kick my arse in no time!)