I would found a new country. In the sky. And call it Columbia.
But no, really, I would buy Greece, or construct an immense platform in the middle of the Atlantic, and found the Republic of Alexandria. At first a benevolent dictatorship, we would eventually progress towards a more permanent system of minarchist government. I would send out loyal supporters to all corners of the world, where they would recruit others both to populate and to further spread the news of Alexandria. Due to limited living space immigration would be extremely selective, but that is where the second part of the project comes in.
Our international support would grow in size and power until, inspired by our promise of near-absolute freedom and disillusioned with the state of affairs in their home countries, the governments of the major world powers are overthrown and become part of Alexandria. From there it would be relatively easy to annex the remainder of the globe, but such is not our concern; we permit those to join who will, and any who desire to leave are free to do so. Alexandria is a peaceful nation but its people are prepared to defend themselves when necessary, and with a large portion, if not most of the world's resources at our disposal, phase three can begin. We will have the greatest minds in the world gathered together, and with unlimited funding there will be nothing preventing them from reaching the technological singularity.
All hail the Technocratic Republic of Alexandria.