Money is no object when it comes to fantasy. So I’d buy a large, habitable island chain in a tropical sea and make of it an nation with a deep sea port, an airport, transportation system and housing with gorgeous sea views. I’d provide every sort of vacation experience—deep-sea and river fishing, skiing, boating, swimming, skin-diving, mountain hiking, sky-diving, etc.
My nation would be governed by the principle that there is no victim-less crime and that all citizens and visitors are personally responsible for what they get themselves up to. I’d not seek substances that are banned by the other nations of the world, but I would trade with any ships that show up with interesting chemistry aboard, and shop owners would be perfectly free to buy and sell these wares. Sexual behavior would only be a legal issue when it involved force or failure to gain consent of a partner. Consensual relations of any sort with anyone able to give informed consent would be legal, and any of the interesting chemicals that might show up in our shops could be used in those engagements.
I think I would find a steady stream of customers.