If going back to see a religion formed is my only time travel choice, I would go back to watch Jesus preach. The reason being that I think he was just one more rabbi with an apocalyptic message, and I'd like to see if I'm right. I'd also love to see actually wrote the New Testament and when. I'd particularly want to go if I could document what I saw in some provable way.
If there is a god, I want to believe that there is a god. If there is not a god, I want to believe that there is no god.