Cayley's theorem makes groups nice: a closed set of bijections is a group and a group is a closed set of bijections- beautiful, natural and understandable canonically as symmetry. It is not so much a technical theorem as a glorious wellspring of intuition- something, at least from my perspective, that rings are missing; and I want to know why.
Certainly the axiom system is more complicated- so there is no way you're going to get as simple a characterisation as you do with groups- but surely there must be some sort of universal object for rings of a given cardinality, analogous to the symmetric group in group theory. I would be surprised if it was a ring- the multiplicative and additive properties of a ring could be changed (somewhat) independently of one another- but perhaps a fibration of automorphisms over a group? If so is there a natural(ish) way of interpreting it?
Perhaps it's possible for a certain subclass of rings, perhaps it's possible but useless, perhaps it's impossible for specific reasons, in which case: the more specific the better.
Edit: So Jack's answer seems to have covered it (and quickly!): endomorphisms of abelian groups is nice! But can we do better? Is there a chance that 'abelian' can be unwound to the extent we can make this about sets again- or is that too much to hope for?