At the end of The Jennifer Morgue is the afterward essay The Golden Age of Spying which flows across a few topics, including what a "supervillian" would really be like.
(Emphasis mine)
... if they really existed, they would instantly be hunted down and arrested by INTERPOL?
Careful consideration will lead one to reconsider this hasty judgment. Criminology, the study of crime and its causes, has a fundamental weak spot: it studies that proportion of the criminal population who are stupid or unlucky enough to get caught. The perfect criminal, should or she exist, would be the one who is never apprehended — indeed, the one whose crimes may be huge but unnoticed, or indeed miscategorized as not crimes at all because they are so powerful they sway the law in their favor, or so clever they discover an immoral opportunity for criminal enterprise before the legislators notice it. Such forms of criminality may be indistinguishable, at a distance, from lawful business; the criminal a paragon of upper-class virtue, a face-man for Forbes.
When the real Napoleons of Crime walk among us today, they do so in the outwardly respectable guise of executives in business suits and thousand-dollar haircuts. The executives of WorldCom and Enron were denizens of a corporate culture so rapacious that any activity, however dubious, could be justified in the name of enhancing the bottom line. They have rightfully been charged, tried, and in some cases jailed for fraud, on a scale that would have been the envy of Mabuse, Blofeld, or their modern successor, Dr. Evil. When you need extra digits on your pocket calculator to compute the sums you are stealing, you're in the big league. Again, when you're able to evade prosecution by the simple expedient of appointing the state prosecutor and the judges — because you're the president of a country (and not just any country, but a member of the rich and powerful G8) — you're certainly not amenable to diagnosis and detection in the same sense as your run-of-the-mill shoplifter or petty delinquent. I'm naming no names (They have intelligence services! Cruise missiles!), but this isn't a hypothetical scenario.
If you develop this capability, you will not be spending all your money but making more of it. Developing an industrial scale capability of anything will be visible and expensive. But you will have overt uses for it, and success (in the cover business) is guaranteed because you will not play by the normal rules to find customers. Other multinational companies and governments will be paying you to develop these capabilities, for selfish reasons of their own (so they think) or normal contractor guaranteed-winner through politics and influence in the highest levels.
Other industries that you don't control outright will be working on your behalf, guided to that end by the influence that defines your power.
As Stross indicates, you don't have to hide your capability— just your motives and ramifications.
Alas, a huge space station is beyond your capabilities. The amount of lift needed is far too great for a crowd and their supplies. However, you don't need to get them into orbit: you need to sequester them. A portion of the secret base is fine for that.
You should think twice about killing everyone to have the world to yourselves, though. Who will maintain the infrastructure and keep you in all the modern tech and conveniences that all of you enjoy?
