Ohh that's an evil question...
I think I'd build something crazy big, like the entire of Zharr-Naggrund, Nagashizzar or Naggarond.
Of them I think the Chaos Dwarf city would be the easiest to build (though still a vast project that would take up a large room to house it and take years to make). A vast ziggurat city with huge fortified gates at the compass points, with roads leading out to the mines and such of their empire, great slag heaps of rubble littering the blasted land around the city, the run off from smelting having tainted the land. The city itself would be square and rise in huge steps, each home to many buildings, with foundaries, smithies and workshops, as well as gladiatorial arenas, shrines and such, stables for bull centaurs and all manner of creatures.
As the ziggurat got higher, so would the buildings on it, the tiers becoming home to more and more important nobles and wizards whose towers and mansions would compete against each other to dominate the skyline. The top of the ziggurat would host the temple of Hashut which would be decoarated in all sorts of tauran imagery, fire motifs and such. In the streets would be teams of soldiers and guards, and many many taskmasters whipping on teams of slaves as they are worked to death powering treadmills and bellows.
The roads leading in would be filled with chain gangs of captives being brought in (mostly goblins and orcs, but a few other races mixed in for variety) and armies marching in and out.
And everywhere would be the weapons and war machines of the city, great batteries of Hell Cannons and Death Rockets and such.