Bands definitely. The Final Empire was hell to live in where as in Wax's time Scadrial is basically Earth. Additionally the Bands would give you Allomancy and Feruchemy, both as strong if not stronger than that of Era 1 Scadrial. Additionally you could use compounding to refill the Bands so you'd be an overpowered Mistborn+Feruchemist for eternity while getting to chill on Earth.
WYR be a Returned in T'Telir or an Elantrian in Elantris?