What area would you want it to occupy?
A relatively small area, preferably of Mediterranean climate. I want to be able to know the majority of the people, and to be able to realistically be able to hold audiences with those who have issues. Naturally, I'd still want a large enough nation for it to matter, but over 1,000,000, and I wouldn't be able to handle it (I realize I can't handle all court cases, etc. But I can be the highest court that you can appeal to.)
What system of government?
Father Knows Best state/Benevolent Dictatorship. I wouldn't be too crazy, but the only real effective form of government is a small dictatorship. Assuming that I want the country to do well, I'd be good at that.
What economic system?
Raw, unadulterated, capitalism. I'd regulate, but not stop. For example, the slave trade: I'd allow people to sell themselves, if they truly need to pay the bills for, say, their children, but you can't sell your kids, and if a slave has a child, the kid is free.
What would you name it?
Nanjiakure, with the capital being Nanjiakuraga. Don't ask.
What rights might you guarantee?
For the most part, those the US constitution gives you. The rights to Life, Property, and... I don't know. I'd use the US Bill of Rights and such as a model, though.
Would you declare a state religion?
Probably not. I'd require all religions to be open and allow government inspection, however. Not to pry, or change, but to ensure that no religions involve bodily harm, or can get away with harming peoples livelihoods. Not to imply that a certain church (with some putting quotes around "church") of Scientology is harming livelihoods or people...