Depends on the term of the journey. If the time machine allowed 'holidays' for maybe a few days or so, then probably something like ancient Greece or some part of the Roman Empire. I always found those periods so dull when studying them in history, yet they inspire so much awe and wonder amongst die hard fans; going there would seem to either validate my own opinion or change it in some way.
However, if it was just a 'one trip and you're done' type scenario, then probably some time in the future: not only to not create a time paradox, but also because the thought of living in the past scares the bejeesus out of me!