^ A tease who spends way too much time with her cousins leads to all kinds of other issues, though...
Definitely. The Twilight Zone. Not really a place persay, but it still creeps me out >_>. Arcadia, from the X-Files - the community had WAY too many rules and regulations, I'd go NUTS in it . The town from the episode 'Home' from the X-Files... inbreeding, murder and cannibalism... >_> O_O
Tatooine. Because of all the sand. I don't like the sand. It's coarse and rough and irritating and it gets everywhere. Not like here. Here everything's soft... and smooth...
The Black Mesa Research Facility. Pointless crate-smashing rooms, horrendous toxic waste spills, poor overall construction quality, and it was apparently built by Daedalus to hold the Minotaur in because finding a clear way out is as easy and pleasant as pulling out your own fingernails.
At least, unlike Aperture Science, you don't have to worry about the rooms being spontaneously reconfigured.
There are many good mentions here. I'm comparing my planned vacation roster versus the locations listed. I live near LA and I make it a point to avoid the Nakatomi Building. The number of dead bodies that fall out of that thing is simply appalling. If your dimensional transporter is working, you may want to avoid Earth Alpha. Pollution levels approach lethal, and the governing corporations have a tendency to use death as a tool of discharging service. As an aside, Ankh-Morpork is no place for the faint of heart. Unless you plan to donate said heart to a sausage maker named Dibbler... Oh, and I've done the research. Despite beautiful beaches and rolling green hills, the country of Genosha is anything BUT tourist friendly. Particularly if you exhibit "unusual" abilities.
Oh, I think I'd fit in quite well there... Many good fictional places to avoid already in this thread, but I think you've all missed the most prominent of them all: "New York, NY". Sure, some people might think that city actually exists, some might even believe they have seen it. - Heck, some of you might even live in it! But still, even amongst those people living there, I'll bet you only half actually believe it exists... and most of those are not trustworthy -according to films and TV-shows set in that fictional place anyway!
^ The only reason to avoid New York in fiction would be because Roland fucking Emmerich keeps DESTROYING it in every movie he makes! He must really have had a horrible experience in NYC that makes him hate it so much.