I'd use the United States as it's already the biggest military and has the largest influence on the world. Get to know the political system there, it's ins and outs. Figure out how to hack it, by saying just the right thing to just the right groups. Take lots of acting classes. Get damn good at it.

Start out as a Republican, get to be a senator or house member or something.

During this time make sure to be slavishly devoted to the military. Fight for veterans benefits, pay increases, increased recruitment. Treat the military like royalty. Allow the military to join public employee unions, strike, take up dues. This will fuel all your political campaigns to come.

Then switch to a 3rd party and use your military union backing to run for president. Spend all your time attacking the two parties using the other parties standard attack lines (republicans: heartless, democrats: weak). There's lots to attack on each side, present yourself as the "3rd option". Take your existing 10%, then pull in an additional 15% percent (of the total vote) from each party. You'll win with 35%.

After being elected, ally with the Republicans to get your pro military policy passed. Ally with the democrats to turn on the fairness doctrine again and support everything the public employee unions want. Increase their funding so they can give it back to you in donations. Implement a flat tax, remove corporate taxes, and jack up government spending at every level. All your spending will be fueled through the Fed, guised as economic stimulus. Ridicule those worried about the value of the dollar as pessimists and enemies of the state. Convince them a lower dollar will mean more exports and jobs at home.

Crack down on the internet in the interests of protecting jobs, preventing piracy, and increasing fairness. Keep control over all methods of communication. Controlling the internet will be key to all other steps, in controlling information, and keeping a consensus in your country supporting your radical foreign policy. It'll also be a key weapon of economic warfare with other countries.

Appoint 1 or 2 members to the supreme court and then through an act of supposed foreign terrorism, neutralize the rest of the members. Set up a war against those terrorists, with wartime powers. Resist any acts to appoint new supreme court members. Cancel all further elections until the threat is taken care of.

Be a strong and resolute leader. Target China as an opponent since they are one of the biggest threats to US domination. Turn Japan, South Korea, and India into US territories in the interests of protecting it from China. Take down China by pledging support of protecting the rich coastal regions. Start a war with the communist regime, and take it down. Switch China to the US dollar and establish it as a commonwealth of the US empire.

Then take on Russian using economic warfare (force oil prices down to 20/barrel by subsidizing overproduction in the middle east).

Take down the EU with your monetary policy. Low dollar means less imports from Europe. Make it against the law for any bank to lend to a foreign government. These small steps will provide the weight to collapse an already weak EU. Eventually subvert and take over the union. Establish the US dollar as the currency in Europe.

Invade Mexico under the pretense of stopping the immigration problem. Boycott and blockade Canada until they collapse. Trade policy is the weapon of choice for taking control over North America. They already depend on the US for survival so selectively cut their oxygen until their governments collapse, and then step in to pick up the pieces.

Take over South America by controlling the flow of goods and information. Then install puppet governments.

Leave Africa for last. That one can be done by traditional military invasion, preceded by 6 months of propaganda about how horrible it is for those living there (mostly true). Demonize the dictators of each African state, then invade each country one by one in wars of compassion and establish each as a US commonwealth.

That just leaves Australia. Use a sustained democratic subversion campaign to convince a majority of the population to support being annexed by the United States.

Go down in history as the man who unified the world, brought peace and happiness, and reigned over the next golden age.