This is my realm of study!
First of all, bardo means "in between".
The six realms of rebirth in tibetan Buddhism are not bardos. Waking life is a bardo, whichever life you are living. There is a bardo of dying which ends when you confront the clear light of death. The clear light is the only time when you are not in a bardo. Then comes the bardo of seeking rebirth, which is what I think you are questioning about.
Look at it this way: life, death, are all bardos and bardos are like dreams; we think they are real unless we are lucid. In the after death (seeking rebirth) you might see anything, just like a dream. You will see things which scare you so that you look for incarnation to escape to. Like a nightmare. You may also dream very pleasant things. In this way, you may dream heavens or hells. In the Tibetan culture they have certain demons and deities. You probably won't see these exact entities because you are not Tibetan. Anyway, even according to the Tibetans these beings are only dream characters with no inherent reality in themselves. The thing to do is to become lucid and realize that it is all a manifestation of your mind. Just like lucid dreaming.
What to do once you realize that it is all a manifestation of your mind? Be as lucid as possible and merge with the clear light no matter which bardo you are in. That goes for waking life, which is a bardo, as is the dream state is a bardo also. The clear light is your actually true nature beyond the ego and mind. Merge with the clear light and you have achieved liberation from the wheel of birth-death-rebirth.
It is not so easy, however. Just think that you are here now so you didn't realize it last time. But you were fortunate enough to become a human who has the ability for self-awareness and lucid dreaming and abstract thought and meditation, etc. So, if you cannot merge with the clear light and you find yourself drifting towards rebirth instead, what you do is to be careful and choose the rebirth that you want and/or need rather than run into the first available womb you encounter in order to escape whatever paranoid nightmare you might be having.
The point that the Buddhists are trying to make is to motivate you to escaping the whole damn wheel of life-birth-rebirth. It is the wheel of existence. if you exist, you exist on this wheel that goes round and round and you will die, and go through the bardos of death and the bardos of rebirth until you have realized that it all is a dream. So the Buddhist point out that no matter how fortunate your rebirth might seem to be, you will still suffer. They point out that even the Gods suffer and are ignorant of their true nature.
Obviously you will want to be reborn into a good life, and one that you will have opportunities to learn about your true nature. You don't want to be reborn into a horrible life where you will be enslaved, tortured, and/or starved. You don't want to suffer. it might be tempting to be reborn as what they call 'Gods' which according to the Tibetans are beings that have long lifespans and enjoy all kinds of pleasure. But they are not motivated to learn about who they really are and instead just spend their time enjoying their status. Now, you probably won't want to be reborn as an animal. According to the teachings, a human rebirth is the best and hardest to come by, but seeing that the population keeps growing it seems to be getting easier to be reborn but we are also coming to a collective suffering. But humans are in a rare position that they have the self-awareness to become enlightened and they suffer enough to be motivated to finding a way out of suffering.
The thing with the bardo is that you can't remain anywhere. Sometimes you will be happy, sometimes you will suffer, but you will have to be reborn somewhere unless you merge with the clear light. So, even if you want to be a lucid shapeshifting bardo surfer forever, you will find yourself compelled into a womb.
The thing is to see a womb for what it really is, because, just like in dreams, things are not always what they seem. Many times you might see a bush that you want to hide behind from the police, or Terrorists, or wild animals hunting you but that bush will end up being a womb. Or you may see an abandoned boxcar in an old trainyard that you will want to hide in. These things are wombs. And they are symbols for the types of wombs they are. For example, you would not want to hide in a cave in the forest because that is probably a womb for an animal like a bear. If you were a bear before you died you might feel at home in a cave and go there and surprise! you are reborn as a bear again. You don't want to hide in an condemned building in the ghetto unless you want to be reborn as an impoverished crackbaby, etc.
But the real thing to do is to work on your lucidity while you are alive so that in the bardos you can achieve lucidity and then you can do whatever you want and be enlightened.
Check out this thread where I go into it a lot more:
http://dreamviews.com/community/showthread.php?t=87772
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