I’d put my bet on the Sultan of Brunei. He’s got massive palaces and one of the finest car collections in the world thanks to his oil wealth. Yet he is gradually moving towards a strict form of Sharia Law for the country, despite reports of massive orgies in the palace.
Edit: Forbes estimates his wealth to be $20 billion, but due to shrink since Brunei’s oil fields are nearly depleted. One could also make an argument that Saudi Arabia’s Saud family is dictatorial, but their immense wealth is spread throughout the family, rather than being in the hands of one person.