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Sticking with the "winning the lottery" theme from the last post, one other thing I WOULDN'T do with my money is piss it away all at once. I would upgrade my lifestyle a bit, and then invest a bunch for retirement and college funds and rainy days, etc. The stock market amazes me, I really wish I had time to understand it more. Buy low, sell high, dividends, split stock, spread betting.
Plus these days you don't have to trek into some financial firm, you can do it in your pajamas from your computer!