This is a tough one!
I think on balance, World War II. Though it would mean that my parents never met so I wouldn't exist, so there's a time travelling paradox! But not only would it save millions of lives and some beautiful architecture, but I think it might prevent at least part of the current Middle East crisis as hopefully a better solution would have been found for Europe's Jews than the shambles cobbled together at the end of WW2, which has led to a lot of wars and conflicts around Israel ever since. Mind you, the roots of that really go back thousands of years, so perhaps I would need to travel further back than just the 1930s!
World War 2 although like a previous answer I doubt I would exist now but the scale of the destruction, the flood of displaced people afterwards, the sheer evil that was inflicted on the world has had reverberating impact on todays world so I would stop that.
Definitely WW1, as many world problems currently being played out, stem from that conflict.
Especially in the M.E.
T.E.Lawrence's plans to unite the Arab Nations fell on deaf ears. All the Axis powers wanted at the Treaty of Versailles, was massive land grabs.
They got them, & the world's been in conflict, one way or another, ever since, & will forever be.