The one world to stay clear of is Devil may Cry version of Earth. Way too many ways to die horribly from a demonic incursion.
DMC? That's Candyland. Now, Warhammer 40000,
that's the universe to avoid. There, you've got demonic incursions, Ork incursions, Tyrannid incursions, and in general, neverending war against over dozens of enemies on thousands of fronts. And you're just as likely to be killed by your own government, either as a suspected traitor, spy, heretic, or just as a "neccessary sacrifice," or entirely due to a clerical error, like say, forgetting to ship food to your planet. And even death will not offer any solace, for your soul could still be at the mercy of the forces of Chaos.