Let's see. I think in general people would be inclined to say that they'd go back to a certain period or periods in their own lives, but personally I just don't think any good could come of that. I like where I am now, truly I do, and if I were to go back and re-live any point, or change anything, it would likely change my present or change the way I feel about my present. No bueno.
That said, I was a history major in college and I have a huge fascination with so many different periods of history - but to me one of the very most interesting would be the Roaring 20s :) I actually did my senior thesis on "Why Prohibition Didn't Work". I love the music, the clothes, the decor...everything from that era. I'd love to meet Fitzgerald and Hemingway and pick their genius brains.
Seriously though - despite the shortcomings of the 20s (you know, the gangsters and all that) and the economic crash that followed, it's such an intriguing decade, no?