In our world we see that there is a Huge battle between the forces of good and Evil.
Soon, the Messiah will come. In that era good will have won over evil and man will return to the level of perfection that characterized Adam before the sin of the Tree of Knowledge.
Then there will be the Resurrection of the dead, the World to Come. In that world evil will have been destroyed and the righteous will sit with crowns on their heads and delight in the radiance of the Divine Presence!
Which world is best? Obviously, the Messianic Era will be better than the world we live in, and the World to Come will be wonderfully better than the Messianic era. But still, this very world that we live in has a huge benefit over those worlds. In this world we can improve our portion. Every, even tiny, good thing we do here increases our share in those worlds. A precious opportunity!