In this paper we analyze the appearance of a Hamilton cycle in the following random process. The process starts with an empty graph on n labeled vertices. At each round we are presented with K = K(n) edges, chosen uniformly at random from the missing ones, and are asked to add one of them to the current graph. The goal is to create a Hamilton cycle as soon as possible. We show that this problem has three regimes, depending on the value of K. For K = o(log n), the threshold for Hamiltonicity is 1+o(1) 2K n log n, i.e., typically we can construct a Hamilton cycle K times faster that in the usual random graph process. When K = ω(log n) we can essentially waste almost no edges, and create a Hamilton cycle in n + o(n) rounds with high probability. Finally, in the intermediate regime where K = Θ(log n), the threshold has order n and we obtain upper and lower bounds that differ by a multiplicative factor of 3.