At the beginning of book 1 of Dune, the Duke Leto is appointed by the Emperor as a fief ruler for the planet of Arrakis. We learn that this is really a trap, and the Emperor is conspiring with Baron Harkonnen - the current fief ruler - to eliminate House Atreides once on Arrakis. We also learn that Leto knows this, or at least that he strongly suspects it.
So why does he accept? Couldn't he have said "Thanks, but no thanks, I'm good here on Caladan."?
In brief, Leto has received a legitimate order from his Emperor. For all that he suspects that this is a trap, he has no good excuse to refuse and his only other option is to declare his House 'renegade' and to go into exile. Simply remaining on Caladan would put him into direct opposition with the Imperium and, presumably, subject to arrest.
A grin flashed across Piter’s face. It was like a mask grimace beneath those eyes like holes. ”But, Baron! Never has revenge been more beautiful. It is to see a plan of the most exquisite treachery: to make Leto exchange Caladan for Dune — and without alternative because the Emperor orders it. How waggish of you!“
and
“There are several tangential possibilities,” Piter said. “I indicate that House Atreides will go to Arrakis. We must not, however, ignore the possibility the Duke has contracted with the Guild to remove him to a place of safety outside the System. Others in like circumstances have become renegade Houses, taking family atomics and shields and fleeing beyond the Imperium.”
As has also been pointed out, by taking Arrakis, House Atreiedes massively increases its wealth and influence. Duke Leto severely underestimates the attack that will be coming, anticipating that it will be largely based on sabotaging their spice production. If they can prevent this, then he'll be sitting pretty.
In the face of Fremen attacks, the Harkonnen were able to extract "ten billion Solaris out of [t]here every three hundred and thirty Standard days". Duke Leto is anticipating that with the friendship of the locals he can exceed that. Quite the prize.
His only alternative would have been to have gone renegade, moving the whole familly beyond the reach of the Imperium.
Leto suspects a trap, yes, but he doesn't know or suspect its true magnitude. House Harkonnen, an enemy of House Atreides, is expected to have left booby-traps, and to attempt to infiltrate the house-guard and generally mess with spice production operations, but he thinks that he can turn the situation around to the advantage of house Atreides.
The agreement between the Landsraad and the Imperium prohibited the emperor acting against any individual house openly, and Leto trusted that no Emperor would be so bold as to risk censure by the other great houses by acting this way.
Leto only discovers the true monstrousness of the conspiracy between the Emperor and the Baron when the House-shield has already been taken down and it's observed that some of the attacking troops, men in Harkonnen livery - were imperial Sardaukar in disguise.
That's also an explanation for why the Emperor's troops were disguised, so as to attempt to hide the Emperor's hand in the matter, and why Paul proposed to bring a "Bill of Particulars" before the Laandsrad High council, to show the Emperor's hidden guilt.
