Many years ago I read a story (I think it was a full-length novel) set in the far future of Earth where people effectively can have whatever they want whenever they want it. I also believe they had immortality. Their main problems were decadence and ennui. I seem to remember that this was all available through technology. Their experience was real and not a Matrix-like virtual reality.
I believe you are looking for The Dancers at the End of Time series by Michael Moorcock:
The Dancers at the End of Time is a series of science fiction novels and short stories written by Michael Moorcock, the setting of which is the End of Time, an era "where entropy is king and the universe has begun collapsing upon itself". The inhabitants of this era are immortal decadents, who create flights of fancy using power rings that draw on energy devised and stored by their ancestors millions of years prior. Time travel is possible, and throughout the series various points in time are visited and revisited. Space travellers are also common, but most residents of the End of Time find leaving the planet distasteful and clichéd. The title of the series is itself taken from a poem by a fictitious 19th Century poet, Ernest Wheldrake, which Mrs. Amelia Underwood quotes in The End of All Songs. "Ernest Wheldrake" had been a pseudonym used by Algernon Charles Swinburne.
That series is exactly as you have described.