The goal is to protect me, isn't it? Not fight to the death in a silly arena set-up, then.
The level 20 party [henceforth known as the G-men] (composed, supposedly, of at least a cleric and a wizard) can Teleport without Error or Wish me away in a safe place (or my corpse should I die before they get initiative, and raise me later -- indeed I am willing to return to life instead of being stuck to some moronic wall], out of immediate touch of the rest of the threats that are pitiful at alpha-striking, save perhaps the great wyrm and the solars, which I recruit to complete the G-team. The first move is to retreat to some safe place chosen to be particularly ellusive and hard to find, henceforth designated as the seat of my power, the G-spot, while I try to find use of my newfound army, especially the casters, to inquire about the local lore, hire a 5-yo to proofread my plans and become lord of this universe.
As many have mentionned, the kobold might be willing to work for free to build me a decent castle, but undead versions of them would be superior in terms of logistics, especially at first, and they are very vulnerable to scry-and-die.
[Edit: Of course, since it's in D&D general, I choose my level 20 party to be from the 3.5 era, back when the casters were decent in powers, unlike now, where martials overshadow caster's sandals far too often to my liking].