As useful as teleportation would be, there's always the chance that I'll materialize where something already exists, leaving the risk of permenantly fusing my lower body with a mailbox.
Therefore, I pick jetpacks. They're not as flashy as giant robots, but they're stylish and downright awesome.
Assuming I have some quick working, silent, lightweight compact jetpack like Duke Nukem does, rather than one of those huge bulking things that take up my entire backside and weigh something short of an overweight grizzly bear.