When I woke up this morning and heard about OJ’s arrest and Hillary’s health care plan, I thought I went back to 1994
I am very surprised this thread has gone for so long and nobody has offered the obvious. Buy a whole ton of video equipment and set it about the WTC and the Pentagon. Get a clear video of what happened.
There is no real chance of stopping this. Not by a loony time traveller. Least you can do is get a proper record of the events. Squash (or prove!) the conspiracists.
If you are going to run around alerting people and making phone calls, call Saddam and tell him what’s coming so he can better prepare for it. Maybe issue some strong criticism on the attacks and put some distance between them and the terrorists.
I am assuming, of course, that you couldn’t plan your time trip. Then I would bring some sports papers and market closings.
I’d go with the calling in bomb threats to both WTC towers and the Pentagon an hour or before the plane crashes. Might not save the plane passengers or the buildings, but it’d save a LOT of lives.
I admire your Doper spirit for trying, but that would be way much more suspicious than the events themselves. At most it would mutate the theories somewhat, killing the “missile” theories and strengthening the already-more-plausible"THEY let the attacks happen" theories. To wit:
I don’t remember the first time I pondered the question in this thread, but if you made bomb threats to the WTC and Pentagon shortly before the planes were due to hit - I mean, within a few minutes - you could probably get a lot of the people out of there. On a less felonious level, maybe you could recruit a friend and each of you could smoke a cigarette in the bathroom at, say, 8:40, setting off the fire alarm. Maybe that could get everybody out of the building and you might only get a fine, which would be lost in the shuffle as people call you a hero. Saving the people on the planes would be harder. Killing the hijackers would be the best way, but at best you’d probably end up a murderer and a cult hero to the people who found out what Atta and the others were planning.
They didn’t?! 
With a whole month to plan it, you can come up with all kinds of crazy excuses to have the cameras around filming a documentary on pigeons, ice cream vendors, and wind patterns around each building.
If you felt really mischievous, you could hire 9 camera crews to film eleven documentaries and add fuel to the numerologist frenzy.
Yeah, but who’s going to believe that? Let’s stick to realistic stories about time travel. 
I don’t think that the pure “anonymous warning” approach is as hopeless as some of you think, particularly as even a somewhat vague memory of the event is fairly specific (precise date, probably at least one flight number, one name, generaly travel path of the flights involved, precise number of flights, etc.).
How many sober-sounding warnings that are that precise does the FBI get every day? Particularly ones that are several weeks in advance? Remember, a lot of the information (for instance, knowing that there were people of middle eastern descent in flight schools) was there, it just hadn’t been collated together.
Failing that, and before resorting to heroics, there are at least two people I know (one FBI agent I used to work with, one uncle who is a high powered political scientist on a first name basis with (for instance) Bill Clinton) who I could probably convince of the seriousness of my warning who would potentially be in a position to do something about it.