I considered killing Hitler (before he became too powerful to get to), but I think it would be even better attempting to prevent the first World War (because this was the origin of the second). I suppose you could attempt to stop the assassination that started WWI, but war was probably inevitable. All the European nations were building their armies at that time (and still thought war was glorious) and maybe there would be another assassination attempt or some other start to the war. Still, I think this would be my first choice. If I could somehow stop the first World War, the world would be a much better place. WWI ruined everything. Also, 1914 was a pretty nice time - some modern conveniences, but not too overcrowded or polluted (as long as you're not near a factory - no pollution laws) and there was still some mystery in the world.
My second choice would probably be early 1700's - maybe 1720 or around there somewhere. I'd want to visit Bach, Vivaldi or Handel and try to weasel my way into a position as assistant or something (maybe by "composing" pieces I already know ;-)). Why? Well, a court position at this time was one hell of a luxury and a musical position would be the easiest and most fun court position to get (and I like baroque music). I don't know German or Italian, but Handel spoke English so maybe it would be best to visit him. Chocolate already existed - which is a major prerequisite for any time I'd like to visit. If I got bored, I could go on a voyage of exploration somewhere or set up a plantation in the Caribbean. I wonder about the personal hygiene of people at that time though. Everybody probably had major B.O. And I'd hate to get sick or injured in this time period. If you stub your toe, you'd probably end up losing the leg. Doctors didn't even wash their hands before operating.
My third choice would probably be the early 1950's. I could experience the whole range from suited conformity and nice cars of the 50's to the radical hippie 60's to the early computer age. I'd also get nice symmetry that way - I'd probably die around 2006.