Depending on which deity we're talking, "divine powers" is a no-brainer. Besides that: Immortality, invincibility, siphon powers. Use the time I have (i.e. all of it) to learn unarmed combat and weapon master, and become insanely rich and very intelligent, then invent implants and a powersuit (why would anyone pick those if they're a freebie with immortality), then wait around for others who have picked different powers and siphon off their powers. Since I'm invincible, I can also swallow some plutonium and become radioactive.
So, in conclusion, I would like to be a sci-fi lich.