A wide range of explosives and a junk yard where I can use them to my heart's content.
A small fleet of aircraft ranging from a Cardinal 177RG to an L-39 Albatros to a Gulfstream V (but someone else to fly that one), with a private airport capable of handling all of them, with hangar space.
A workshop, and tools to sufficiently fill it.
A shooting range with distances and berms from 1-1500m, with no limits as to what calibers or projectiles I can shoot, from what position, nor how fast.
A small "shoot town" for airsoft and paintball matches.
A decent plot of land where four-wheelers are required during warmer months and snowmobiles in the colder ones. Varied terrain a plus, a stream or small river even moreso, and a pond or lake would be fantastic. Open land, forest, a few hills, maybe even a mountain would be perfect.
My list of guns and at least 10,000 rounds apiece, plus sufficient storage capability for it all.
My list of cars and motorcycles, and sufficient space to store them all. Added bonus of ample room to keep them all in good repair.
My ultimate house.