I would live on Jupiter itself! All those moons come into perspective and it just seems so odd compared to Earth with only one showing. When you have 10 some moons in the sky, it just seems...cool.
I would live on Earth because it's our home and we basically have everything we need on it.
In a scenery perspective I would either say Saturn, or Neptune. Being on Saturn would allow you to see its rings and all that cool stuff. Being on Neptune would let you see all of those other planets in the solar system since technically it's the last planet.
Pluto. Why? Because it would make me feel special. Assuming I lived long enough to get there. And anyone saying 'OMFG PLUTO ISN"T A PLANET NOOBZORZ', you aren't a planet either so shut the hell up or turn into a giant space rock 0.o