For sure the past, just to see and relive in person first hand everything I grew up learning about would be cool. And pesronally I would love to witness in person the age of the Dinosaurs, if it weren't for the fact that I'd be eaten alive, I just find them extremely cool and interesting, even from a young age.
I'm going to the future and and I'm going to let everyone know I'm a time-traveler from the past so I become a massive celebrity and all the future women want to fuck me because I'm cute and old fashioned and need a bit of bringing up to speed. Oh yeah, and hover boards.
I think it would work better the other way around, if you say to women a thousand years ago that you are from the future, they will be more shocked than women in a thousand years from now who probably have seen things like that happen before nad have invented something that can let everyone go back and forward in time, they won't be impressed by it and be all over you