It's not sci-fi, not a castle or space station, but with the news of Sherwood Schwartz's passing, I'd have to say Gilligan's Island. The show was always the ultimate in escapism for me: slap-stick comedy, social commentary, and some really fine actors. I'm not saying being stranded on a tropical island would be great. Tom Hanks in Cast Away made it look pretty darn miserable. But what if it could be the way Gilligan's Island depicted it? I read one interpretation of the show where the castaways all died in the storm, and the island was heaven. This would explain why they could never get "rescued."
Like Conway in Lost Horizon, I wonder if Wrongway Feldman is out there somewhere breaking his heart trying to get back to the island...