Well, it's simple. First, you pick a lair. This can be any kind of room, but preferably it needs to have a carpet that won't show urine stains if you accidentally knock your mayonnaise jar over.
Second, you need to buy aluminum foil. Lots of it. Enough for four or five trips around the room, including the door. This will create a Farraday Cage that blocks out the Black Helicopter scanning equipment. Use any excess to make a selection of comfortable hats.
Thirdly, you need to go to AOL and sign up for internet service. Use your neighbor's phone line.
Lastly, enjoy the boobies and the Illuminati message boards.