I could've sworn there was another poll like this... Oh well.
I voted 'not sure', because I'm not sure what kind of media we're talking about. I mean, if I could live in the anime world and everything would be all fine and dandy, (minus the laughable villainous teams), except my life wouldn't be a repeating cycle of losing my memory, never aging, and releasing Pokemon for no reason. That description starts to shift towards the games, and for both it would be a definite yes!
But when you start to shift over to the manga, probably not. There doesn't seem to be a very clear set of Police, except for good gym leader people, and the International Police, and even those are outclassed by mute 10-year-olds. The exception being the stat trainers in DPPt, but I don't think they actually even interact or even know about Team Galatic. But then again, if a Portal opened right now, and I wouldn't be able to leave, I'd go immediately...
And finally if Pokemon came to the real world, I would NOT want to see that. I mean, Pokemon coming also means 10 year olds going out on adventures and all that, the Pokegovernment would collapse-(assuming there is one, I mean, free healthcare?)-the world would be unstable. The only way to protect yourself would be to own a monster that fights other people's monsters, and if you lose, you get robbed... Not my style of a leisurely life.