What do you mean 'if' I were a villain? That's like saying "If Tim Burton was just a little bit creepy". Anyway...onto the evil plan!
Well, let's see... Since I have an Enclave avatar, let's go with that. I could hatch a dozen schemes easily, but there we are.
{1} Build powersuits. The technology's out there. Or current abilities with machinery could already surpass what is needed to design, build, and mass produce these.
{2} Recruit scientists and technicians from around the world...in powersuits. Part of the point of the Enclave is to be anonymous and united in the form of the suit. Nobody knows who everybody is and we all work towards a common goal.
{3} Let no militant idiot or politician take control. I cannot stress enough the wisdom of having someone clever in charge. Since it's my scheme, the people I just mentioned must work under me, or be given nothing more harmful than safety scissors.
{4} The financial support originally comes from the backing of a government, but alternate means of siphoning funds must be located as soon as there is enough personnel to be considered an organization.
{5} Build deep underground bases that are much harder to locate and break into than whatever establishment I've been hold up in thus far.
{6} Begin recording all secret and illegal activities performed by those in power worldwide. Use leverage on them to gain further financial backing and influence. Convince them that it is best for the world that the Enclave should be able to branch out...quietly.
{7} By this time, recruiting has already moved beyond just the specialists and the experts and has moved on to people with combat ability. Nobody knows who anyone is, except for me, so anyone who tells can be eliminated. The powersuits should be augmented for this AND Replicants posing as people in powersuits should be among the regulars to keep them in line.
{8} Now with numbers, technology, brilliant minds, armored suits capable of busting through walls, it is time to have a little fun with the world. Create a long list of new weapons, experiments, new inventions, and start testing it on the world at large.
{9} Observe...and laugh.
{10} And then, conquer the world.