It depends on who I was and what my social class, wealth and health was. While there are fantasy elements that make my fantasy world more comfortable, inclusive and pluralistic than the "real" early modern era, it's no utopia, and the death rate from disease and injury is still quite a bit higher, and the prospects for rising above one's birth are considerably less. There are times when I wish the pace of life were slower, and we lived in a world where life was a bit simpler, technology wasn't making human workers, even creative ones, obsolete, and there were more face-to-face interaction, and people lived closer to friends and family, and connection to others were more prevalent.
But then there's that thing about being able to go to a dentist who has and ultrasonic drill and Novocaine if I get a cavity, and sophisticated surgery with good anesthetic and a low rate of infection and death, and sewers that don't just dump waste in the harbor, and electricity and hot running water, and being able to listen to music at home without being a musician, and having access to lots of books and other forms of modern entertainment, and having a refrigerator, so I don't have to go to market every single day to get food (or have to grow/raise it myself).
The modern world is certainly more comfortable and leaves more people time for leisure activities. Plus, there's this nasty, dark magic in my world, and if you get caught up in it, you have a very tough needle to thread if you want to stay both sane and uncorrupted.