I'd never, ever replace my brain, considering that without my brain, I dont exist, sure you can put something in there with my memories but it'll be just a cheap very expensive copy. And I'm too paranoid to have any extra brain connected directly to mine.
Now if I need to choose one thing, it would be my blood. Healing faster, running longer, and staying healthy.
The poll I considered by coolness, so I went with legs, I mean c'mon, running like hell, jumping 10m straight up, add wheels and you'll never need a car again, maby even "rocket boots", balance, and best of all, taek won do(spelling?) would actually be practical.
Now if i could change everything I'd go with everything exept face, brain, nervous system and man-parts.