SHODAN, Hal, Cortana, and a few others. I’d install them all on a single machine, kill any access to the outside world, and let them play Core Wars.
Is that a 1920s-Style Death Ray in your pocket…?
I always wanted a jet-pack but on reflection I’d probubly just decapitate myself on some power lines inside of 5 minutes.
A chunk of Ice-9 would be nice.
A History Eraser Button. Don’t touch it you FOOL !
The ultimate remote control from Fractal Paisley; the one that almost accidently destroyed the world ( “How big is that thing going to get ?” “How big is this planet ?” ). I, of course, would never make that kind of mistake . . . trust me.
I want a monkapotamus.
I want the Mirror Universe Kirk’s magic People Eliminator. One push and Poof! Off to somewhere else.
I have a little list…
'couse a couple of Fembots would be fun at parties.
I want some nanites. They can do anything. Nanites are the radiation of the 21st century.
A Brundle Telepod system would be cool too, I suppose. Maybe I’ll get the nanites to make me a set. It’d be the ultimate practical joke: “Hey Kelly, wanna see a cool magic trick? Just step into the-- er-- into my Art Deco coat closet over there. And hold on to this squirrel.”
Ummm…
Okay, fine. This is all well and good. But later, we learn that when the brother of the inventor tried to find a permanent home for the thing:
*It vanished?! * A 200-ton, power-station-sized machine, and it *just vanished?! * What the hell?! How do you lose something like that?
So then, as far as we know, it could still be out there… somewhere. Perhaps slouching by moonlight through barrens and fallow pastureland, dynamos and inductors twitching… or deep underground, its thirty railroad car-spanning bulk creeping through abandoned mine tunnels and ancient caverns unknown to man, murmuring and growling to itself in seven octaves of polyphonic sound.
Be careful what you wish for, Beware of Doug. You might want a Telharmonium… but you may find one night that the Telharmonium might wants you as well.
Pretty obvious really; in addition to being an unwieldy grandiose musical instrument, it was also a time-and-teleportation machine; transporting itself forward in time by approximately a decade, reappearing in Siberia near the Tunguska river. Unfortunately, with no passenger present to turn it off, the device overloaded and destroyed itself.
Oh come on, that’s way too obvious. It’s the first place that anybody would look.
Where did the Telharmonium go?
–The owner put it on top of the car and drove off by accident.
–A 200-ton giant ferret stole it.
–It spontaneously developed an awareness, hijacked its own cargo train, smuggled itself abroad while disguised as an itinerant Slovak power station, forged a new identity for itself in southern Europe, lost 150 tons, and eventually rose to international prominence as Italian tenor Luciano Pavarotti.
–A 200-ton normal sized ferret made mostly of neutronium stole it.
–It was incorporated into the Union as the state of Delaware.
–A perfectly ordinary ferret stole it, because they’re just that good.
–It accidentally immolated itself while filming a Pepsi commercial.
–It was subducted into the lithosphere by the Deros of the Hollow Earth, and worshiped as a Living God.
–While being transported, it was listed as a “TelFarmonium” due to a typographical error, and rerouted to Rhinelander, Wisconsin where it was mistaken for an elaborate cream separator, and worshiped as a Living God.
–It finally achieved the goal of its core programming when it “found the lost chord,” thereby achieving instantaneous harmonic ascension to the celestial palace of the goddess Terpsichore, who mistook it for a cream separator.
–Raccoons stole it to prove that they’re just as good as ferrets.
–It’s standing right behind you.
Or
-It’s still there; the owner just can’t see it for looking.
No, no, no.
First there was “radiation.”
Then there was “genetic engineering.”
THEN there were “nanites.”
Gotta keep our deus ex machinas in proper order, wot?
“Proper order?” Bah! A true scientist doesn’t limit himself to oudated notions of conformity! A genuine visionary wouldn’t allow himself to be dictated to by the petty handwringing of armchair moralists! They called me mad at the Academy! MAD! From the heights of their infernal arrogance they denounced me as a threat to their self-satisfied, cloistered worldview. And yet I, I alone have dared to combine nanites with radiation AND genetic engineering!-- and all in the service of my penultimate goal: a teleport-induced, extremely well-endowed squirrel-woman hybrid! She will be the key by which I shall seize my ultimate Destiny: complete mastery of the Telharmonium! Price Laugh! VINCENT PRICE LAUGH!
and before that there were “radio waves.”
before that there was “electricity.”
before that there was “ether vibrations.”
before that there was a “gypsy’s curse.”
“ven you vas young, ven de moon vas full, you vas bitten by ze Telharmonium.”
An Imperial Star Destroyer.
And a Bending Unit Robot, along with pretty much everything else featured in Futurama. 
I want my own BOLO. And a self-worshiping robot with extra senses just to open my beer cans before they’re all replaced by plastibulbs.
Really? Don’t you know that all sorts of awful things can happen when you get drunk? You might not get paid for that telescreen contract!
We could cash in here if we can predict what comes after nanites. Also, I think you may have missed out Artificial intelligence and Virtual Reality - they’re not major players like radiation, but have still been used to gloss over a whole bunch of stuff.