If I could build a house anywhere I wanted, where would it be?

The short answer would be "on top of a skyscraper in New York" - although that isn't really complete. I don't care for modern construction at all. If I were building from scratch I would be extraordinarily picky about the details, but given that the question implies unlimited resources, building from scratch wouldn't be my first choice. As Elaine and I have with our current apartment I'd rather live in a piece of history. The Chrysler building has a two-level penthouse. I've never managed to find any pictures of it, but I suspect it would be marvellous: it would be 1930's art-deco including the wonderfully odd triangular-shaped windows that form the starburst pattern on the metal peak of the building.

The Marine Building here in Vancouver also has a two-storey penthouse that I only recently found out about. Wouldn't that be something? But like the penthouse in the Chrysler Building I haven't been able to find anything out about it online, no pictures of it's original state nor any indication if that original state was maintained. A lot of sites about the Marine Building state that the Chrysler Building was the inspiration for the Marine Building. I'm not so sure of that myself. As I described in this post, the Chrysler Building was going up at the same time as Bank of Manhattan Building (now owned by Donald Trump and is now known as "The Trump Building" or simply as "40 Wall Street" - and also features a penthouse that I wouldn't mind). It's very easy to see that The Marine Building bears a much stronger resemblance to 40 Wall Street, and I think the references to the Chrysler Building are made simply because it is the more well-known building.

Another interesting "penthouse" of sorts sits atop the building that took the "world's tallest structure" title away from the Brooklyn Bridge - The Eiffel Tower. Gustave Eiffel used it as his office.

On a slightly more realistic note, 30 floors of the building I consider to be the pinnacle of Western Civilisation (and the building that took the "world's tallest structure" title away from the Eiffel Tower) are currently being converted into residences...