Woolly Rhinoceros
Everyone knows that woolly things are superior to non-woolly things. Case in point, the Woolly Rhinoceros, a species that lived throughout Europe and Asia until about 10,000 years ago. Our ancestors most certainly saw these beasts running around on the steppes as they are a popular choice for cave painters. With frozen Siberian specimens, and extant rhinoceroses still living, this is definitely a species to try out our new de-extinction powers on.
Image: Mauricio Antón/PLoS