I think the starting place would be to invest in the case, which is something that can last over several builds. Aluminum with a sandblasted finish, and a 200mm intake with room for radiators and a bottom mounted PSU. Probably some 5.25" drive slots just so I can put fan controllers, LED controllers, or a port hub there so the case won't go obsolete. The next thing would probably be a cooling system that has some degree of modularity, allowing the builder to adapt to nearly any new sockets (assuming that this infinitive budget can be stretched across time rather than all at once). Custom fans for the whole thing.
The next step is to build the proper environment to use the computer. I'd probably start with a million dollar sound system (Wilson Alexandria XLFs are $200,000 per pair so $600,000 there, five Constellation amps for $140000, a Bryston surround processor $9500, and a boxful of speaker cables for $26000 a pair [and four pairs are required], interconnects for another $26000). Then a monitor setup appropriate for such an amazing device. I think six 30" 4K IPS monitors, designed without bezels, and running 120Hz is pretty good for now (and with enough engineering talent and money, totally possible). Probably a custom built ergonomic chair and desk.
Then a desk house for the computer. Yes. A house built around the computer. It would have it's own room, nicely situated in the corner, and it would have an air lock to prevent dust from getting in, and massive but quiet fans cycling the air to keep the ambient temperature nice. No windows.
Listen, I hope you realize by now that spending a ton money on the computer itself is pretty foolish. I haven't named a single part that goes inside the computer yet. You want to invest in stuff that won't obsolete so easily. Even then, if everything is custom made and being designed ahead of the curve, then the costs are going to quickly rack up. I mean, a custom house? That's going to be a fair chunk of cash. And I haven't even gotten to the furniture yet.