Bismillah.
Volume 3, Book 30, Number 103:
Narrated Abu Bakra (radiallaahu `anhu):
The Prophet (sallallaahu `alayhi wasallam) said, "The terror caused by Al-Masih Ad-Dajjal will not enter Medina and at that time Medina will have seven gates and there will be two angels at each gate guarding them."
Commentary on this Hadith here.
Volume 3, Book 30, Number 104:
Narrated Abu Huraira (radiallaahu `anhu):
Allah's Apostle (sallallaahu `alayhi wasallam) said, "There are angels guarding the entrances (or roads) of Medina, neither plague nor Ad-Dajjal will be able to enter it."
Volume 3, Book 30, Number 105:
Narrated Anas bin Malik (radiallaahu `anhu):
The Prophet (sallallaahu `alayhi wasallam) said, "There will be no town which Ad-Dajjal will not enter except Mecca and Medina, and there will be no entrance (road) (of both Mecca and Medina) but the angels will be standing in rows guarding it against him, and then Medina will shake with its inhabitants thrice (i.e. three earth-quakes will take place) and Allah will expel all the nonbelievers and the hypocrites from it."
Volume 3, Book 30, Number 106:
Narrated Abu Said Al-Khudri (radiallaahu `anhu):
Allah's Apostle (sallallaahu `alayhi wasallam) told us a long narrative about Ad-Dajjal, and among the many things he mentioned, was his saying, "Ad-Dajjal will come and it will be forbidden for him to pass through the entrances of Medina. He will land in some of the salty barren areas (outside) Medina; on that day the best man or one of the best men will come up to him and say, 'I testify that you are the same Dajjal whose description was given to us by Allah's Apostle (sallallaahu `alayhi wasallam).' Ad-Dajjal will say to the people, 'If I kill this man and bring him back to life again, will you doubt my claim?' They will say, 'No.' Then Ad-Dajjal will kill that man and bring him back to life. That man will say, 'Now I know your reality better than before.' Ad-Dajjal will say, 'I want to kill him but I cannot.' "
The Dajjaal will emerge from the east, then he will travel throughout the earth and he will not leave any land but he will enter it, apart from Makkah and Madeenah, al-Masjid al-Aqsa and Masjid al-Toor (Sinai). This is what is stated in the saheeh ahaadeeth.
Conclusion: best places on this Earth to live are Makkah and Madinah. (y)
More on Dajjaal here.
