Flying about magically on my own power, without equipment and at any speed would, of course, be ideal.
But I've oft longed for one of these:
That's quite an old one, possibly the first monocycle ever built, but it's the most handsome example. As you can see, it's quite difficult to steer. And if you break too hard, you will not slow the whole machine down, but rather stop the inner arrangement from rotating in relation to the outer wheel, resulting in the rider being turned upside down and back again as the thing continues to roll along, at detriment to his hat. This is probably one reason they never became popular, though modern enthusiasts insist that this is not a flaw but an entertaining design feature, and call it 'gerbiling.'
We all need sillier modes of transportation.