I would go with teleportation a la Nightcrawler. With said power, the ability to fly is roughly taken care of. Actually, my main desire for this would be for snowboarding. I wouldn't have to wait in lift lines. I could just randomly fly off cliffs and live. It would be fun. Plus the opening scene in X-2 with Nightcrawler was badass. If I ever got into a fight, I would do shit like that. Basically, I always thought that Nightcrawler and Shadowcat, through good use of their powers, were invincible to almost any physical attack. And I thought that was cool.