The ability to time travel within my own lifetime - at will, and retain all the knowledge that I had learned at any point.
Example - I would go back to high school, knowing what I know now, and skip more classes to hang out with Becky Greene and Lisa Morrison.
Stop by 1986 and buy Microsoft at IPO - Hold the stock until early 1999 - cash in and making myself a few billion.
Summer of 1999, set up my own professional "contracting" company - Start building assets. Hire experts in logistics, travel, profiling, plus all the "heavy lifting" jobs.
In 2000 take the FBI's Most Wanted List from today, or in the future, and start using my "employees" to eliminate threats before they become a thorn in the side. (Note: Add to the list with names the likes of Paris Hilton, Borat, Jamie Kennedy, Kayne West, etc. )
Manage the whole thing from the future, so I can see trends before they happen and work to alter them.
No, I haven't ever given this any thought.