Hmm. It's a tough choice. A couple come to mind:
Ancient Athens during its peak, when Socrates, Euripides and Sophocles were all in the city doing their thing.
Alexandria, Eqypt shortly before the birth of christ. Center of culture, scholastics and mysticism.
The Renaissance, get in on some of that Hermeticism action, But most of those guys eventually got burned alive, so...
Victorian London.
Europe in the 20s sounds like quite the time, Henry Miller, Hemingway, Anais Nin, Aleister Crowley.
And the late 60s, early 70s, in say, New York. So many fresh art and writing movements to get involved with, and the friggin scenes... Velvet Underground playing every night at Max's Kansas City...