^My first thought.

Then, I'd start a one-man instant shipping company and charge outrageous amounts of money for my services.

 

At first I'd use my powers for convenience and awesomeness, popping to shops in an instant when I need more Dr Pepper, defeating bad guys and all that good stuff.

But then I'd most likely be corrupted by power and become the world's greatest criminal.

Still, teleporting would be fun  

 

As well as using it to more easily have visits with my girlfriend across the pond, this was something I always thought I'd do to make honest money out of the ability. I wonder what the range would be? If unlimited I could just work for NASA and private companies and teleport stuff into orbit and to other planets and back for huge fees. You wanna mine that asteroid out in space for all the billions in precious stuff it contains? Gimme a billion and I'll bring the asteroid here for you. Water shortage on Earth? Hand me some cash and I'll bring you some huge chunks of space ice. Terrorist problems? Not any more. I just sent them all into the Sun. Here's the bill. Not gonna pay? I can send you there too.

But in the end I reckon the temptation would be too much and I just steal the heck out of everything. Money, figures, food, whatever. It's not like they could catch you and throw you in jail and keep you there. Assuming, as said by others already, there's isn't a Samuel L Jackson out there trying to stop me.