Setsuna wants to escape to Furuba world with Sara-chan, after checking up on Kurai of course. Zero wants to continue to figure out how to get the best of vampires. He has no plans of going anywhere else. If Toboe could, he would check out Mikage's world to see more dragons, Usopp's world, Ammy's world and even go hang with Dug/Alpha. Kiba just wants Cheza.

Those are the only ones I can answer for. Though technically Eddie wants to live a full life with his ka-family in an alternate dimension and make money on the stock market. o/

Vamp!Kamui and Radu. Discus hypotheticals.