I would most likely go to the past. I would go to Revolutionary France and chill at Versailles. I would go hang with Vincent Van Gogh, and Shakespeare, and Agatha Christie, and all those cool people. I'd check out Victorian London. I'd go way, way back to the beginning and see what really happened. It'd be a grand time, really.
And I'd do it all while wearing a fez. Cos fezzes are cool.