Never really composed a list, but the one item that comes to mind right away is visiting Italy, and many historical sites within in (particularly Roman and Renaissance). Otherwise, it's largely a matter of deciding what sounds interesting at the time.
I think warpus has the right idea in keeping a list of places that you'd like to visit. And that's something I'd like to start doing more. Not so much a "must visit before I die" list as a "cool places to visit" list, so I can have a (likely growing) list of cool places to go, organized by relative geographic proximity, so I can plan "where should I travel next year? I've got a bunch of places in southern France and the Czech Republic listed, why not one of those?". Basically, planning a week+ long trip is a significant undertaking; having some research, even if preliminary, on a bunch of those would make me more likely to follow through on that, and likely to visit more places over time.
I suppose "going out into the desert and seeing a clear starry night" somewhat qualifies as well, although that could also fit into a trip itinerary - say, a road trip to the American West. For a lot of other activities, it's largely a matter of whether it lines up with other plans and sounds cool. Ziplining? Sure, if I'm in southern Alaska or another place with good zip lines; similarly for bungee jumping. But I'm not likely to plan a trip around a single activity such as that.
Then there are the activities that might be interesting but I'm not sure are worth the risks. Things like skydiving, taking LSD, swimming with sharks, flying to outer space (at least with our current technology). At some point I might be convinced by a friend and a good enough reputation on the part of the company running it to go skydiving, but like most of these, I could lead a perfectly fulfilled life without doing them as well. Except maybe flying to outer space if the technology improves enough. Seeing Earth from space would be really cool, and visiting a Moon colony would also be a neat experience.