Aesop - I'm with you on the pyramids and Stonehenge!
And since I'd have a time machine (thinking one like H.G. Wells), I'd like to watch the glaciers moving in the last ice age and see the great lakes formed as they receded...
Being a fan of all things odds, I'd also like to travel back in time to Antartica - I've always been fascinated by old maps/charts which show the outline of the land without the ice coverage...so I'd like to see it when it wasn't covered by ice and see what's there.
Of course, having heard of bit of Coast to Coast last night and their discussion of forbidden archeology, I'd go way back in time to see if the idea that there was another civilization of man long before us was actually true.
The other thing I'd like to do is to hear great speeches: Dr. Martin Luther King's "I have a Dream"; Lincoln's Gettysburg Address; Martin Luther; Susan B. Anthony on women's right to vote; Winston Churchill's "Their finest hour"; Patrick Henry's "Libery or Death"; Kennedy's 'go to the moon'; Goldwater's 'Conscience of a Conservative' and Reagan's nomination of Goldwater.
I'd also love to witness the discussions on the formation of our Constitution...wonder how much I'd learn from that and whether I'd be glad or disappointed.