In order of preference: El Dorado, Mizar, Terra's Belt, Nanking, or Wynn's Roost. As
answered in a similar question, my actions would be:
1. Arrange the equivalents of a few billion dollars in a low-risk, secure trust fund for myself
2. Get a pardon for anything annoying I've done
3. Hand over operations to the existing, professional, quite competent governments
4. Tender my resignation letter to the government
5. Break the dark magical artifact that somehow put me in power
6. Retire to my estate and money, allowing competent leaders to run the place
The estate would be an isolated home that would:
1. Be far from 'Mech factories, starports, and capitols
2. Close to a good hospital. I'm interested in the century+ lifetimes on El Dorado, Mizar, and Nanking
3. Have a nice little fusion generator
4. Have a giant personal library
5. Have a lazy river with swim-up bar
6. Have an Olympic sized ball pit
7. Have a hidden, secret office behind a bookshelf
8. Have a "gym" with some "personal trainers", if not as many as Aban Kayani. I don't want to seem sleazy. ;)
I'm leaning toward El Dorado because it seems like the place can defend itself, keep up a good standard of living, and is pretty well run. Nanking's a little more politically dodgy, but wealthy and well defended. Mizar: beautiful world, wealthy, well protected, but not as populous or defended as the preceding two. Belters: custom-made paradises beginning to tap the endless resource wealth of space, and generally overlooked. Wynn's Roost: not cutting edge, but out of the way, well off, and overlooked if it doesn't cheese off the Ravens.