I still want Spider Jerusalem’s Bowel Disrupter. Or a phaser.
The Star Trek phaser with the stun setting was my first thought - the ultimate self defense device. However, I would use up the battery too fast.
From my D&D days, the Rod (or Staff?) of Many Things.
I can’t decide between the Bag of Holding and a portable hole. Or . . . is there a book that swallows other books, so that you can store your whole library in it. I’d have a lot more space if I had one of those.
In one of Patricia Briggs’s series she has items (though I can’t remember what they look like) that create a sort of projection of ancient buildings, including libraries. People can go into the projections and read books there. I thought that was neat.
One sonic screwdriver, please. With remote TARDIS activation capability.
Allons-y!
I’m a little scared that my first impulse was to request Stormbringer!
I’m tempted to say the Command Crown from Larry Niven’s World of Ptavvs, which allows the wearer to dominate and control all the sentient inhabitants of an entire planet – except, it’s designed to enhance a Thrint/Slaver’s natural projective-telepathic Power and probably would do nothing for a human. Is there any equivalent SF/Fantasy device that would?
Sure, it’s called a Kindle.
I can’t imagine why anyone would pick a Bag of Holding. A Heward’s Handy Haversack would be so much more convenient.
Myself, though, I’m going to go with the Hourglass, from Piers Anthony’s Bearing an Hourglass and other Incarnations books. Yeah, I can stop time. I can also control my flow through it, or anyone else’s, forward or backward; travel anywhere I want at any speed I want; reveal or hide knowledge of the future… I should probably wait a bit before getting it, though. I’m not sure I want to be unborn in another 31 years.
If we’re talking something of less than artifact level, though, an Immovable Rod would be awfully cool. Two would be even cooler, of course, but you can’t have everything.
Quoth Left Hand of Dorkness:
Doesn’t work. It’s just the interface which is hand-held (or skull-implanted); Jane herself spans all the thousands of parsecs of human space.
The key from the Sci Fi mini-series “The Lost Room”
From Asimov’s “The Last Question”: An AC Contact. Like a palmtop with an Internet connection, only better: It puts you in touch with a universal AI that can instantly access all the accumulated body of human knowledge and answer any question. Any question, if you wait a while, though some answers take longer than others.
I thought of another one, aside from Harry Potter’s wand: a cyberdeck/commlink from Shadowrun. I’d need the implanted datajack to get the full immersive VR experience, but I’d be willing to make the sacrifice. I spend more time in virtual worlds these days than the real one anyway. 
That device sadly comes with a crapload of responsibility.
From the Incarnations series, I would choose Sning. Bloody useful little thing.
Somehow I doubt the Hourglass would work in a world without the Incarnations setup, and if you were appointed the Incarnation of Time, you’d be at the point where you were fated to die anyway.
A Godseed from the Orion’s Arm sci-fi webfiction universe. Just activate, and it will transform me into superhuman entity. Hopefully; it’s risky.
How about an Orb from Sleeper? Not sure what it does, but everybody seems to like it!
Barry the Time Sprout.
The Soft Weapon was my first thought.
I’d like one of the PDAs from The Mote In God’s Eye, but my Palm pilot is close enough to that right now
Would the Kindle clear my bookshelves for free? And I like the feel of books.
Comes close though, I suspect.