Holodeck.

I'd go to just before you posted this thread and ask you to let me get my run of dog related movies onto trending before doing so.

Where and when would you go Dazed?

I'd visit a very dark time and place in human history as to be reminded of the kindness and compassion we must do onto others.

I'd love to be somewhere where I'm the only guy around and all these gorgeous women want me to pay attention to them.
Of course, in a good drama, something would backfire and I would have to face unintended consequences, but having affection from multiple beauties sure sounds like fun.

Middle-Earth.

The Hyborian Age.

Camelot.

I'd go to the zoo. All the people at the zoo are very nice. They'll treat you real respectable-like!

I think the question is invalid. Holodeck is not a transport device, it's more like a 'recreational dream-fulfiller' (though in the episodes, it's used in a really strange way, considering all this), that can also be used for research, training, educational purposes and such.

So you can't really 'GO' anywhere by the usage of holodeck - you can just create an environment and activity around you.

It of course depends on your life situation and goals, so you could learn Martial Arts or Yoga, you could just create a relaxing environment for meditation or just sitting around and doing nothing, or you could fulfill fantasies of experiencing relatively realistic simulations of things you would never be able to normally do (like flying an airplane very fast at low altitude inside a city), or places where you would never be able to actually go (like ancient Japan), but it will have limitations even when used this way.

For example, you could never simulate the astral world, or a future world.

I think any entity, if being given enough holodeck time (and it would be booked 24h for all eternity, unless there were enough of them so that everyone can use them), would fulfill whatever they can't fulfill in their 'actual life'.

In fact, if using holodeck was completely free, and everyone could have one, most people wouldn't want to leave holodeck for any reason, because nothing in 'real life' would ever be as intense or as fulfilling as their customized 'heaven' would be, whether it comes to social life, environments, culinary life, sensual life, creativity, discussions (would you rather talk with Troi or a perfect replica of Plato (that has been modified to speak your language), when you want philosophical stimulation?), lifestyle, audience, and so on and so forth..

Holodeck would even be more exciting and fulfilling every single second spent there, than even Enterprise's mission of seeking new life and new civilizations could be (on the physical level).