Why go?
Leave my wife, family, friends, and games? No way!
The only way I could justify doing such a thing is if my current living situation was hopeless or unhealthy: if I was extremely poor, had a terminal disease, or was hopelessly ugly/fat/crippled. Otherwise, man, what can you do in a fantasy world that you can't do here?
If you want the fantastic, you can always escape into a book, game, ren faire, or the SCA. If you want adventure, go to Australia or Antarctica. If you want combat, join the Marines. Be a river guide for a summer (weekends). Join the Peace Corps. Take up archery, fencing, or heavy weapons in the SCA. Volunteer to help out on archeological digs. Become a park ranger, museum caretaker, caver, diver. Whatever; there're pleny of easily-accessible jobs or activities that are just as exciting as anything in a fantasy world, and they're all available to any reasonably intelligent, reasonably capable person in this world.
In the fantasy world, things would get boring fast - no TV, no movies, no computer games, no email, few books, few plays, no phone, and deadly combat ever-present.
No *way* would I go.
But if the guy conscripted me... well, then I'd have to go with the Cleric class (Travel and Protection domains) with Elf for the race. Feats would include Create Wondrous Item and Improved Initiative. I'd be all about safety, freedom, longevity, healing, and protecting myself from undead. I'd be a traveling Red Cross: healing folks, selling protective magic items, smiting evil. Good times.
But still not as good as a I have it right here, right now.
-z