First move I would make would be to go forward and buy a sports almanac! That way I could afford my own time machine. Better yet I would just go forward a month to get the powerball numbers.
Then I would go back. I would need a protective suit or some weapons though. I want to see some Dinosaurs. Then I need to know what the hell happened back when the Pyramids were built. Throw in a trip to some of the South American wonders too. I want to see how some of them were built just to know if these ancient alien theories are true!
Then I would do my European history tour. I may go to the battle of the 300 and give those Spartans a hand. A few modern weapons would even things up a bit.
I want to joust with a real knight as well.
It would be fun to go back to the inquisition and lay a hurting on some of those MoFos too.
Maybe I would go back and visit Jesus first though and make sure that all of this would be cool with him and reserve me a spot upstairs while I was at it.
I may finish up my European tour with a good old fashioned Roman Orgy.
Then I would skip ahead to the early beginnings of my home town and visit some ancestors. I'd want to talk to my great great great Grandfather and convince him not to sell all of the land to the State, that he sold them. Iwould then have to talk to all of his heirs until it ended up with me. That would be a hunting Mecca today.
I'd also like to meet my folks as children. That would be cool. Maybe even on their wedding day too. I'd also like to go back as a Doctor the first time I got meningitis and explain to everyone what was really going on. It took way too long (10 years) for them to figure it all out.
Then I would go back to my wife's 9th grade class and pummel the dick that punched her in the face.
After all of that I think I would start reading books and make many many forays to different time/places in history that I don't have time to read up on now.
I don't know that I would want to know the future at all. I don't want to know what happens. It would make me go insane if it was bad. Think of how neurotic you'd become. On the otherhand, if I was single, I would go forward to figure out the things that we did wrong and then go back to correct them.
Please...
I would go back to my HS/College years and slay all the ass that I passed on. I'm sure everyone has a few regrets that they kick themselves for when they think about it today. With what I know now... I just can't imagine the level of fun I'd have going back and taking care of business... that's a lie, cause I've imagined it many times.
If there was a safe way to travel into the past, I'd love to know what really happened in all those vital moments.
EDIT: PrimeTime, Sealssie's answer most definitely has to go in the ROD quotes thread.