Underground bunkers are way too claustrophobic and unnatural. I need some sunlight, dammit!
Tree houses are okay, but I'm not that cool with small birds (I'm fine with birds of prey, though.) and I have a smallish fear of heights that I inherited from my dad.
Plus, you can pitch a tent ANYWHERE! At the beach, in a forest, on a mountain... Spending a week in tent means spending a week in a zone of incredible natural beauty. Sign me up!