Good question, but a hard one to answer. A bird would be the easy choice, since I think everyone would want to fly. I'd pick a bird of prey, like a Harris Hawk or a Peregrine Falcon (two of my favs) or maybe even some kind of Owl (I'd like to fly at night.
Although I would probably go with the bird, I'd also love to morph a big cat, like a Tiger.
Okay, thought about it now. If I really had to choose, I think it would be an Owl. Normally I'd go with the Falcon (fastest thing alive!) but I'm quite a nocturnal person so I'd most likely go flying at night when I can't sleep.