It would be tough for me.
I'd have to decide between these top 3 places:
1) Rome at the height of the Roman Empire
2) In Egypt at the time of the pharoahs
3) Islamic Spain in the 1000's.
I'd probably choose number 1. I am sure everything is romanticized and if we were to go back in time, we'd think everyone probably lives in squalor.
But would interesting though.
p.s. HBO has already made a show called Rome (which was excellent but short) and Vikings is excellent. Now they just need a high quality production show about the pharoah.