Is that a strange question? It came up earlier in the day for me, and I think I inadvertently hurt a loved one with how curt my answer was. Basically my answer, predicated on simple, cold logic, was no, I would rather not have, given the choice.
Funny thing is I'm quite possibly one of the furthest things from a nihilist you can imagine. I think life is beautiful. I'm certainly more than satisfied with my lot in life. Sure, I've had my ups and downs, but the good, precious things I've come to acquire far outweigh any of that; I'm definitely someone who thinks life is very much worth living.
Yet, when I confront that question with nothing but cold logic, I'm forced to concede that if I had never existed at all, I wouldn't know what it was that I was missing out on, so from that perspective, the beauty of being alive is invalidated, because that is lost on someone who doesn't exist. Then there is also the simple fact that it would have been much less of a bother. Existence, for all its splendor, can be rather... cumbersome. That alone is the deal-breaker for me when I approach this question as rationally as humanly possible.
Is it truly so oxymoronic that I both relish life and at the same time rather I had never been here to relish it? I don't know, I can kinda see how it might be, but it doesn't seem that way to me. I suppose I might be bothered greatly if someone I loved deeply and invested a large portion of my life into came and told me they'd rather never have existed at all. =/