Definitely Scandinavia (Norway, Sweden, Denmark, Finland, Iceland). Because I'm from Canada, I don't think I would mind the climate over there, and I just keep hearing about how awesome some of the countries are. Supposedly the scenery is amazing, and you can just roam around and explore whatever.
I don't think I would enjoy going to Mexico, or the Caribbean or anything. Seems too hot, and I'd rather go somewhere where I can freely roam around without being stuck to a resort, and blend in with the locals.
I would consider Australia, though. I'd overlook the heat if I got a chance to go there.
I want to go to Greenland, Bhutan, and North Korea.
Greenland because it's so isolated
Bhutan similar
North Korea because it's the last Stalinist stronghold and has a lot of Stalinist arcitechture. Sure, I could (and would also) got to Russia, but they set about wiping out his legacy fifty years ago (with good reason). It would be nerve wracking being a tourist there, but people do go and don't get themselves detained. They do want tourism over there- Kim Jong Ill set about building a massive hotel there. It's never been completed and is a relic that they don't talk about with tourists and don't like it when tourists photograph it.
It's the big pyramid thing with cranes on top in this photo here.
I didn't think there was much in Greenland (save maybe an airport and a settlement of some sort, haha). May as well just come to Nunavut here in Canada.
Regardless of where you go though, you'll get to see one of the best parts of living in the North: