I would love to have the ability to walk through objects, no one could ever lay a finger on you think how usefull that would be in a fight. Can trap people in brick walls too, and no one would ever get in your way again.
But something that would be really cool, the ability to copy anything you see on TV perfectly. You could become a kung fu master, learn to play the quitar like the best, become apt at parkor and the like.
They had it in one of the early series of Heroes, except the girl who had the power used it to fucking learn how to skip... I mean really? Why not watch District 13 or Enter the Dragon, no? Fine then skipping...