I definitely want a zombie army, so the stone. I would do everything I could to try and make the Z apocalypse finally happen like I know you all secretly want. Is that how it works? It's been a while. Just give me the wand, whatever. I'll get killed for its power, but not before I kill lots of other people first!
Invisibility Cloak, easy. I'd go around tripping up children and not get hated for it. Perfect world, right there.
I would choose the invisibility cloak but never put it to use. Such an item is far too dangerous and I couldn't risk using it and having it fall into the wrong hands. I would buy a top-of-the-line safe and keep it locked in there for ever.
Obviously this doesn't apply on Thursdays though where I'd just sit under it in the locker room of a female-only gym.
It'd depend on whether the wand came with magical knowledge as well. I mean, if so, that's the one I'd take - it would be the most powerful single artifact in the history of our world as well as the Wizarding one. If it doesn't, it's just a wand, I guess I could sell it to a theater or something? So then I'd take the cloak.
I could see powerful uses for the stone if it lets you summon anyone dead or command the dead to reply to your questions and stuff, but I don't recall if it can do either.
Cloak is most reliable, obviously.