Depends
on what you could take with you, how long you would be there and could you leave whenever you wished.
I don't mean weapons, but enough money (gold) to live in the upper class. I don't relish the idea of landing in the past naked, regardless of one's knowledge of events to come.
If it meant taking nothing with you and having to stay. I would have to choose recent history, say early to mid 20th century.
With all the options of taking stuff and/or coming and going at will I would surely pick Rome at the time of Julius Caesar. For 15 minutes or a few weeks that would have to be a hoot.
