Step 1. The Ultimate Gaming Room:
A large room with hardwood floors, and wood panel walls lined with tapestries, shields and other medieval items for atmosphere. The light fixtures would be styled like lanterns, with actual oil lamps also distributed around the room for extra effects when neccesary. A big table, with room for at least 8, with 8 leather "executive" style chairs. Refrigerator/Freezer, microwave in one corner (possibly behind a small curtain to preserve the motif), well stocked with soft drinks and snack foods. Bookshelves with a complete D&D library: everything official for 3.x and 1e, and the most significant 2e books. The cream of the crop in d20 too is also there. A large library of scenery/terrain/battlemats also in the shelves (like plenty of that wonderful MasterMaze stuff from Dwarven Forge), and a huge minis library, all categorized and sorted for easy access. A wireless router also behind the curtain and concealed electrical outlets so my laptop can stay plugged in and online at the table, and have a giant soundtrack library in that laptop as well as experience calculators, treasure generators, and other useful utilities, and the laptop broadcasts from a good sound system with speakers concealed throughout the room. A coatrack with a small library of costume pieces like hats, cloaks and the like to help PC's get in character as well. Abundant dice, of course, along with notepads and pencils, and a well organized filing system for character sheets and DM notes. No projection systems for me, I'd like to keep the medieval ambiance of the room going as much as possible, the laptop is already pushing it, maybe keeping that behind an oversized wooden DM screen would be a possibility.
Step 2. The Ultimate Gaming Group:
It might be fun to game for once with Gary Gygax or Monte Cook, and if I had the money I'd probably try to do it a few times. However, at heart I love to game with friends. The biggest problem I've always had with gaming with friends is finding a time when everybody is free, because largely of work schedules. Most of my friends have low wage jobs, and I coudl use my fortune to arrange for more rewarding jobs with evenings and weekends free for gaming and other socialization.
Step 3. The Ultimate Game:
I know the types of changes I'd like to make to D&D, what I don't like and what I'd like to see, and I'd hire some first-rate game designers to take my notes and concepts and work with them to create a perfect (for me) D&D/d20 Fantasy game and setting. Then, thanks to the glory of the OGL I'd share this wonder with the world for free. Free .PDF's of my personal custom rules set and setting for everybody who wants it.