What a fun question.
I'm not sure I could pick just one but I've thought about this many times before and I kind of always come back to visiting the Roman Empire in the 1st century. Rome in it's prime I guess. Of course I'd want to travel through the Empire, starting in Judea, all the way to Rome itself. I'd probably have to pick 29AD as that is probably the most likely time Jesus of Nazareth was preaching in the Galilee. (though that could have been the year he was crucified ) (see I got all the big things in one time travel trip) I'd definitely want to check out Herod's temple as it was considered one of the wonders of the world at the time.
I'm also totally fascinated by ancient religions and would LOVE to see all the major Pagan Temples as well. Especially the biggies like the Temple of Diana in Ephesus and some of the Temples in Rome, not to mention Delphi.
I'd also love to see back further in time to see the Middle East at the time of Solomon's Temple, and again, I'd love to check out the other cults at the time. I admit, I'd be interested to see a Temple prostitution out of sheer curiousity.
4th and 5th century Rome would definitely be something I'd like to see as well...I guess I'd want to see for sure if some of our Christian saints were really involved in some of the more brutal things they are suspected of. (the murder of Hypatia etc)
Medieval Europe would be interesting, especially Ireland, just to see how "dark" the dark ages really were.
I'd also love to see North America before us Europeans got here and plowed over 2/3rds of the Continent. To see the "New World" when it was untouched by industrialization. I guess that makes me a romantic but that's ok.