Pokemon is the first thought that came to mind. Enslaving little creatures to do my bidding for me while I stay out of harm's way and reap the benefits... yes...
GTA IV (post game) is another one I would go with. TC said if we die we go back to the real world. Well, as far as the GTA series is concerned, you never die; you just end up in the hospital. Another perk about it is if you get caught be the cops you only pay a small price to get back on the streets with no jail time whatsoever.
On the side note, I don't think I could like in a game without some kind of modern technology like Elder Scrolls or Zelda games.
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