Assuming a LARGE win, I would:
Tell no one, except: lawyer, financial adviser, and accountant (possibly my parents)
Put most of the money into a balanced financial plan, wherein I will be able to live off the interest for the rest of my life
Buy a house (but would have to travel first to figure out the best location
Buy a new car (and possibly a motorcycle)
Take classes in advanced driving techniques (evasive maneuvers, drifting, racing)
Continue helicopter flight lessons, up to the Airline Transport Pilot (ATP) level
SCUBA lessons, to get advanced certifications
Take classes in whatever else seems interesting, like: surfing, pottery, Swahili, sailing, weaving, dancing, snowboarding, martial arts...
And, since I wouldn't HAVE to work to support myself, I would probably spend the rest of my time volunteering.
My plan is to start off with a helicopter and a goat ... after that, we'll see. I guess it depends on how big a Lotto.
Need a pilot?