I would take with me a seemingly god-like store of knowledge in my own brain. Invent whatever I needed to be comfortable.....
Manufacturing processes, chemistry (THIS right here does MUCH more for all of our "modern" technologies" than you'd think), automation, production models from all climes of industry, philosophy, history, battery technology, engergy production, mechanical engineering, current knowledge on astro- and quantum physics, and anything else that gives me my modern world.
With these knowledges, I could educate, employ, invent, and modernize the world in a much better way. I would skip over fossil fuels altogether, of course.
First, I would have to build and maintain a very large electrical source. Then I could work on producing the various materials with my production and chemical knowledges, I would then use these materials to manufacture tools and various other useful items that I could use to continue the modernization of my world. This would be in conjunction with the greatest minds I could gather. They would all be serving as my apprentices. They, intern, could further the processes independent of my own in a cascading effect. Progress would be geometric.
As you can see, knowledge is all that is needed. No items are necessary. Knowledge IS power.
One may ask, "but what about funding or all of this?" Bah! Not necessary. A quick invention of a novel yet usable item could quickly generate revenue and then there is the simple procurement of funding from the upper class and business investors of the time. Small demonstrations of useful technologies to a country would most likely endear those in power to invest in my endeavors.
"What about the largely theological driven/ruled life of the time?" BAH! Easily overcome with a sharp tongue and employment of whit. I can talk myself out of plenty of scenarios.