It depends on how many millions. If it's like, hundreds of millions, I'd set up an organization to try to influence the politics of my country. Campaign reform, getting business money out of government, etc. Or maybe I'd do something else, I have a few ideas for projects. One of them is to create an incubator for non-profit, employee-owned and/or community-owned businesses to improve working conditions and community benefit and mitigate profiteering and wealth inequality. And I have other project ideas. I'd also buy my parents a new house. And I've always wanted a 4"x4" tungsten cube, so I'd get that. I'd do that even if I only got a small number of millions.

If I only got a few million, I might just save it for living the rest of my life comfortably.