Brighton

"But the gloom of Lydia's prospect was shortly cleared away; for she received an invitation from Mrs. Forster, the wife of the colonel of the regiment, to accompany her to Brighton." (Austen 215).

Many of the places mentioned in Jane Austen's novels, and in Pride and Prejudice, are imaginary, made up for the novel (such as Longbourn, Meryton and Rosings.) Brighton, however, is real and lived up to its reputation in Pride and Prejudice as a popular seaside hangout. It was frequented by the Prince Regent (or the Prince of Wales and later King George IV), which increased its popularity. Brighton could have easily been a place that Lydia may have, in actuality, visited with the militia.

http://www.brightonvisitor.com/About_Brighton.html
http://www.spartacus.schoolnet.co.uk/PRgeorgeIV.htm