Well, there is the obvious, Narnia. Been wanting to go there for as long as I can remember. I'm pretty sure my younger sister and I spent a good deal of our childhood climbing into wardrobes with youthful optimism.
There was a children's book that I read in grade school called The Phantom Tollbooth by Norton Juster. I remember some strange things about that world, like being able to buy words in a market, and a dog with a clock in its body that could fly because "time flies." I feel like that kind of world is definitely a place I'd like to visit.
I suppose Shangri-La from Lost Horizon by James Hilton would be a place I'd like to visit. That sounds more like a retirement location for me, honestly, with the promise of spiritual study and enlightenment in the mountains of Tibet. I'm not sure this one actually qualifies as a fantasy world, but I'm throwing it in any way.
Pern is technically a science fiction world, but that too is a place I'd like to go. Riding a dragon remains on my bucket list.