The three things that make lair construction work in secrecy are Modularity, Simplicity, and Deniability.
Lairs can scale up in size by being modular. There are plenty of boxes that can form the framework of your lair's interior, such as ISO shipping containers. ISO containers and unit load devices come in a stock set of dimensions. Anyone with lifting powers, flight, super-strength, or just a hefty truck and some luck, can make off with enough containers to stock a lair in a single night, if they have an airport or harbor somewhere within easy access.
Modular containers are here to stay thanks to their use in legitimate shipping business. Their usefulness leads to their ubiquity, which is good for you. Covering over the butt-ugly weathered steel or aluminum shells is your business, but you can afford to do that in stages. Build your framework first. Decorate later - remember, this place is ultimately expendable.
Go watch any Bond film. Look at the awesome bases the villains have. Look at the gadgets. Look at the expansive chambers and costly lighting. Then remember this fact:
All those lairs got blown up.
You don't want a fancy lair with all kinds of electronics and subsystems and complexity. You don't want to build your lair out of hard-to-find parts or expensive components. Go to Home Depot. Go to IKEA. Go to Staples. Go to Radio Shack. You always want to use commodity parts off the shelf.
Aside from the expendability of your lair, there's another consideration: most villains are not actually experts in architecture, security systems, interior design, and so on. Respect your limits, and build the lair your skills allow.
Sometimes your lair simply demands that you get some outside help. You are unlikely to hire an actual architect (but if you do, you have really made it - congratulations). But you might need a construction company to help out with something, or just an afternoon with the contractor.
You have three things going for you here:
- Most companies assume good faith. If you just tell a company you're building a container home, they're not automatically going to assume you are a villain. Come up with a convincing cover story and accumulate some cash, and don't be obviously evil when you talk to your contractor.
- Most companies don't want to admit dealing with a known villain. After a certain point, blowing your cover would make them look bad, so as long as they don't make you immediately and you go back for some repeat business, you can count on their fear of bad PR. Just don't abuse this privilege.
- Your lair design and construction doesn't necessarily need to happen at the site you've chosen for your lair, if you are building inside modular units.
You need to have confidence in your people skills before you hire a contractor for your lair, but once you take that step, it's not necessarily true that they'll throw you under the bus immediately. Just tread carefully.