If I had to make a spontaneous decision about it (as in, anything less than 24 hours), as tempting as it would be for me, I just couldn't do it. While it would be nice to just throw all my responsibilities away to essentially live a fantasy life, it would be selfish of me to do so, and I've always tried to put others before myself.
If, however, there were a longer timeframe (say, a month) that I had to make a choice, I think I would leave this world for the Pokemon world. That way, it would give me plenty of time to tie up any loose ends that I have here, have one more opportunity to visit friends and family, and maybe even convince some to come with me. Then, when I decided to make the leap, I wouldn't feel bad about forgetting to do something before I left.