I'm not sure if I can make such a decision, either. It really depends on the storytelling. The first RPG I ever played was FFVII, which of course was set in a more modern environment, and I really got sucked into the story and gameplay. (Actually, it might have been the gameplay that I found to be the most rewarding during my first playthrough, as I pretty much had no clue as to what was going on the first time I played it.) But the second one I played was FFIX, which went back into the medieval setting, and I adored it as well. (that one's story I did manage to follow a little more easily. Perhaps because it was my second RPG? I don't know.) But anyway, I don't know that I could choose one setting over the other. It all depends on story, like Ghost said.