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Player Character-Nation Building - Do you do it / allow it?

I am down with it, but the whole group has to be on board with it. Because they have to be okay with the nature of the game changing as a result. Rulership comes with its own burdens and challenges. It shouldn't be just a means of negating any sense of challenge in the game by throwing a bunch of your soldiers at the same threats you dealt with as an itinerant adventurer, and reaping easy rewards.
 

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I want to build a merchantile 'empire' rather than a kingdom.
Start with a small shop and build it out to a conglomerate - that sort of thing.
And do some adventuring on the side - like breaking the local Protection Racket, or 'acquiring' a majority interest in the Thieves Guild.
 



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