Well, I always find some of the most interesting places to also be the most extreme places. At one end of the spectrum we have heat-extreme places, such as Africa, or the Sahara, and on the other, inhospitably cold places, like Siberia, or the Tibetan mountain range. 

I'd easily go for Africa, as you will it, though I would like to vouch for a cold environment, as that would mean a more immediate need to find heat, as well as make finding food and shelter all the more difficult.