The International Space Station. The sheer confusion value would be amazing, particularly if I stayed quiet about how it happened ("I went to bed, then woke up floating here. I've no clue how it happened").
I would get to cause a major incident of complete chaos, with little to no harm. I would get to experience space and weightlessness. I would also get a near guaranteed lift home (eventually). There's also almost no way it could be kept quiet, so I get to be a minor celebrity for a while.
This has the possible downside of you being dissected for the benefit of science. One human life for the possibility of discovering the ability to teleport? The astronauts/cosmonauts on the ISS would know about you, but you'd never make the news.
Scientists are not good at keeping secrets, particularly not of this level. Also, the ISS is remarkably public. It would be obvious they were hiding something, at the very least.
Would I expect to spend some time "volunteering" in a research lab, more than likely. I doubt it would get to dissection level. The risk/cost would be low enough that I would take it.
That's also before accounting for the various ground scientists who would rapidly become aware through the private channels. Someone appearing on the ISS would leak beyond containment before anyone could think to cut phone communications, let alone implement it.
There's always an excess of resources, just in case of spacecraft failure.
There are actually already extra crew up there from the recent Boeing failure.
SpaceX would definitely benefit from having to come get you, since they're the only launch company with a good track record, and spare capacity. (Unless you're Russian, which means you'd probably be shot and stuffed in the garbage section of Soyuz)
Compared to telefragging someone on live tv? Also, on the balance, the media coverage would likely help knock loose some more funding for NASA, if only to try and figure out what the f*** happened.