Provided he existed, Jesus.
Shiro Ishii or one of the more involved scientists from Unit 731, just to find out what exactly goes on in the mind of someone like that.
Lee Harvey Oswald, obvious reasons.
Stephen Hawking, would be a bit awkward, though.
On a less significant level: Frank Zappa, Mike Patton, Prince.
Shiro Ishii or one of his crew would probably be my first choice, though. I am too fascinated by what they did. Horrified, but fascinated.
-AC