Cairo, Egypt definitely falls into the category of "places I would go if I could go anywhere in the world", but it also makes me hasten to add the clause, "if I could go there safely". I'm not sure about Egypt these days, in terms of safety of travel, but since we're talking about dreams here, I won't worry about that right now.
I would love to see the pyramids and tombs and experience the markets and culture. I admit I would be looking hard for Indiana Jones while there too! I would love to take a boat up the Nile. I have been fascinated with archaeology since I was a kid and would love to see what a real dig looks like.
What is funny to me is the contradiction that I, the woman who prefers cloudy drizzly weather over sunshine, and prefers climates that don't rise above 80 degrees, would dream of visiting the desert. But then any climate is do-able when I'm on vacation!