Raven Rock, Solstheim, probably. I love the atmosphere there, always have.
Judging from the book http://www.uesp.net/wiki/Lore:Wayrest,_Jewel_Of_The_Bay, Wayrest wouldnt be too bad either.

But I think I would prefer to travel a bit more before deciding. There are a few interesting places in Vvardenfell too, but according to the novel theyre gone.