Well, it depends on what you mean by "Have". If you mean what would I rather have as my appendage, I would say a dick because it is more practical and I am already used to it. If you are asking what I would like access to right now, in the same sense you might say "Would you like to have tea?", then I would say Vagina, because I have no interest in other people's dicks, and vagina's are pretty cool so long as you don't have to personally deal with the maintenance. 

Would you rather wake up and find out you work at Wal-Mart, or wake up and find out you live in Russia?