Assuming we would fully understand what we do, so that we could do it without negative side effects, these are obvious in my opinion:

• health;
• longevity;
• higher IQ.

All three would have positive impact on economy (assuming that "longevity" means more productive years, i.e. the middle age gets longer, not the old age), so the individual incentives would be nicely aligned with the social ones.

Fully changing the human genome is very unlikely. The human body has 100 of different cell types and 100s of billions of cells. It's very unlikely that you will be able to do DNA changes in a grown human in all cells. 

I don't think the question is really well formed. An ability to change my DNA sequence (with or without any of the accompanying epigenetic stuff) doesn't imply any ability to predict the effect. Somebody already pointed out that an awful lot of stuff has to be done at specific points in development. I'd like to add that we have zero idea what 95 percent of the genome is doing, and probably no complete idea of what any of it is doing.

In principal, you could come up with alterations that would cause you to "regrow" into any new form you wanted. In practice, you might have to be a god to figure out what changes to make.

If I were given the ability to modify any part of any sequence at will, but stuck with the present state of knowledge of the actual effects, I'd go do a ton of research to see if there were any clearly known predispositions to disease that I could fix without too much risk of nasty side effects.

If I answer the question in the spirit of "how would you modify yourself given the ability to make any change you wanted", I'd start by giving myself the built-in ability to make further modifications at will, without outside equipment or help.

Then I'd start throwing in "superman" stuff at whatever rate my sense of identity seemed to be comfortable with. Probably starting with better resistance to disease and damage, and better healing. Then smarter-stronger-faster, better senses, etc. Lather, rinse, and repeat until thoroughly posthuman.

Taller, stronger, smarter? 

Remove negatives like lactose  or alcohol intolerance or susceptibility to disease.

Perhaps to see what people will choose; why not check out what they are selecting from sperm banks when they are allowed to make choices ?

I wouldn't make any changes to my own genome, because I would have no idea what I'm doing. 

But in the spirit I think the question is being asked, I'd like to be healthier, slower aging, smarter (especially in terms of better recall and context awareness), more emotionally aware and expressive, more able to be fully present, and with slightly less of a disconnect between my conscious goals and unconscious whatever-it-is-that-actually-motivates-me. I would want these changes made slowly, incrementally, and reversibly, if possible, in case I'm wrong about what kinds of things I really want or should want. These are things I'm already working to achieve the the tools available to me know, so this would really be just one more avenue towards the same underlying goals I have now.