Sure, Mordor has some advantages...
But still, it can't beat the Shire. I'd pick The Shire all day, every day.
[...]the World is just tiring and sorrowful for me
That's because you don't care about beer
Maybe, but I'm sure that, in Tirion, Valimar, in the Evergreen Fields of Yavanna, or in front of the Thrones of Manwë and Varda, I will certainly find something else interesting to do
P.S. Personal fact: I don't drink beer neither wine.
Probably, not only would I be banished from the Shire, but also from a lot of countries of Western, Southern and Central Europe (France and Germany in particular)
The Vegan Elves of Aman will be just fine