I certainly would not want to change anything in my past. Mistakes and advances, all make you who you are now, so change anything in your past and you change who you are today.
As an avid student of the past, there are so many pivotal moments in history that I would love to witness however, and as "an investigational witness to see (for instance) if there was a second shooter on the grassy knoll, or is John Wilks Booth really was a sole assign, or to watch the birth of our nation in 1776.
Don't think I would want to travel forward, for if you saw a (for example) your own death you might be doomed to die twice it twice, or could you change the future by witnessing it from the past? Interesting concept.