I'd be overwhelmed.
There are so many choices and possibilities - literally dozens of books and supplements to look in and choose from, plus magazines and online material ...
I guess I'd fall back on the old 1st and 2nd Edition dependable concept - the fighter/mage.
I'd use the 3rd Edition rules to make a 3rd level fighter / 3rd level mage.
I'd pick the most nasty, devastating spells I could find from the supplements, and I'd pick the best combinations of Feats I could dream up ... which is to say, I'd pick one good set of Feats from a choice of hundreds of possible good sets of Feats.
I would have my character wear armor, and he would carry effective melee weapons.
I guess that I would go from there, trying to find interesting options - both min/max and character building - from all the source material.
It would be an interesting experiment, at the least.
I would go so far as to say, putting my neck out on this, that there would be no perfect combination of classes, skills, and Feats - each combination has it's own strengths and weaknesses, and the possible combinations are almost endless.
So, although my character might end up powerful and capable, knowledgable, unique and ultimately special, he would not be the most powerful guy around, nor could I claim I had discovered any ultimate combination of things that made him better than everyone else.
(shrugs)
The point is to build a character that is special and unique, anyways, IMO.
3rd Edition seems to be all about doing just that.