Initially I thought about transforming into a small hidden camera so I can record what people say and see what they do. It would surely be a laugh. However, this would probably get boring after a while listening to people's gossip.
I would have to choose being able to transform into a jet. A jumbo is too awkward to manoeuver and cannot hold missiles. A jet would be cool! Fast and dangerous. As to the name I would call myself.... hmm.. Ballistico sounds decent.