Suggest me a book with exceptionally well built atmosphere

I’m looking for a book which takes you to a whole different world, making you feel like you actually live in the book. Best, if the settings are somewhat cozy and pleasant, rather than dystopian or dark. So not only you feel like living in that book world, you kind of wish you actually did.

The setting can be anything, real or fiction, historical or modern, as long as it’s a bit romanticised and endearing.