I want a secret lair...

I have decided that I want a Secret Lair. One with a hidden entrance. That is a must.
You know, a secret lair. Like a batcave, or something from a Sci Fi show.
I'd settle for a space ship on a remote island, but that might be a bit prohibitive. I have a long enough commute already.
Hmmm...it would have to be underground.
Or, perhaps mysteriously hidden in plain sight.
Tea Shop out front, lair behind. That could be fun. Easy to get tea when you want it.
Mind you, a proper secret lair would at least have one sub-level.
How does one go about building a secret lair? Do you have to win the lottery to afford the construction costs?
(Sounds like I should start playing the lottery, then.)
Is there a company that specializes in the construction of secret lairs? I'd imagine that they'd be difficult to contact.
Not the sort of thing that you'd just look up in the phone book.
And what would I use it for when I get it? I know! A mysterious think tank.
If it had cool enough decor, even boring think tank work would look mysterious.
Oh! And it would need a cool/mysterious name. Tea Shoppe, Ltd. would be a bit too normal, I'm thinking.

What sort of secret lair would you build?
(for the record, I'm counting the TARDIS as a secret lair. It just happens to be a traveling one. What I wouldn't give to have one of those. Sigh)