I agree with you on the final fantasy one, but there is so much loss in it that it's so sad. Eventually you'd turn pessimistic.
As for me... well... there are so many cool video games/tv shows/movies that are action packed that when you look at it it's like, "yeah it's cool, but if I was in that position that would suck and I would not survive two minutes." Like take for example Battle Royale and Resident Evil... and Painkiller. Very bad ass, but when you live them, you know you'll die in a second.
As for my pick.... wow this is a tough one. I don't want to live in a universe where my friends would get killed by some guy because of a war we ourselves are fighting. I know that's going on in our own universe, but I think you know what I mean. Then again that really is the only form of entertainment is violence. So.... that all being said.... I guess I would have to pick Final Fantasy. As long as none of my friends are a dream of the fayth.