Right now I don't think I'd have the time to make plans, so I would probably claim it in January. It wouldn't necessarily be because of taxes, since I'd still need to pay them, but I'd want to talk to a tax specialist anyway, probably an attorney.
You can't hold on to your money until April of 2010 as others have written in past threads. Once you receive your W-2G I believe you need to file your income tax return within a few months. If you make a lot of interest, the IRS requires that you file an estimated tax quarterly. I'm not a tax professional, but I believe I am correct.
Legalized Theft Department is LTD! How about I Robbed You, Sucker! What about started a thread asking what I.R.S. stand for?
On the other hand, like Guru, I might claim it right away. Certainly not the next day, but maybe I'd just pack up my car, give away what I can't take with me to charity, and claim my money the next week. I could always rent a cottage on the beach and lay low until I got settled.