I'd take over the closed Connecticut State mental hospital, and use my necromatic powers to raise the ghosts of the criminally insane to do my bidding.
Either that or I'd want to get a couple blocks of high security apartment buildings connected by underground maitnence tunnels. Clear them out, modify and use them to quarter my minions, labs, etc... and then pretty much be out in plain sight while at the same time blending in pretty well. A lot of my business could be covered as normal traffic for the area.
The problem with having a really flashy headquarters is that everyone knows where you are, as an Evil Overlord, obviously a lot of people don't like me if the majority see me as being "evil". Fortresses are nice, but there is no such thing as an invincible fortress, so I'd want to hide mine, and as "The Purloined Letter" sort of demonstrates the best way to hide something is oftentimes to put it right there in plain sight where it won't be recognized for what it is.
