I think that in general, the thread is underestimating the importance of tribal politics. In particular, you're not going to be appointed emperor unless you can make a compelling case that you're a Roman citizen (a bastard, presumably, since there aren't any records). If you're too black or too blonde or too female to pull that off, you're going to have to win by conquest (see below) or play power-behind-the-throne.

Assuming you have the right looks, I think you want to slow-play it: build up a fortune in business, get adopted by one of the elite families (not the Julians!), marry into another of the elite families (still not the Julians), and transition into a career of able public service. A generalship would be ideal, if you can swing it. At that point I see two options:

• You can set yourself up as Tiberius' successor, aiming to fill the void left by Sejanus' fall. Getting Tiberius' favor will be tricky, but at this point you should have immense personal wealth and 30 years of accomplishments to draw on. This is why you don't marry one of the Julias - they mostly died in the purge.
• Hold out even longer, and help restore the republic in the aftermath of the whole Caligula thing. The hard part here is surviving six years of Caligula; he was perpetually broke and will definitely try to steal your money.

"Holy shit, Fezziwig, you're saying it'll take thirty years minimum?" Sadly, yes. It's tempting to try to sidestep Tiberius entirely and become Augustus' successor, but I don't buy it. Augustus and the senate won't accept you unless you're over 50 (or so) and have a proven record in governing stuff, and there's just not time to get that together before Gaius dies in 4AD and Tiberius gets officially tapped as successor.

So if you're impatient (or black, female, &c), you have to conquer Rome. That sounds harder than it is; all you need is (1) a group of people who'll let you lead them against Rome, and (2) a military advantage that's better than the tactics and discipline of the Roman legions. I had a strategy for generating (2), but Logos01 describes a better one, so let's go with that.

(1) is tricky. You need to be allowed to amass a military power base, so thoroughly Romanized provinces are out. You need access to a functioning economy to get your raw materials, so semi-nomadic herders like the Germans are out. You need a vaguely reasonable logistical chain, so Mexico and China are out. You need a state that actually wants a fight with Rome, so the Persians and the British are out.

If you have a solid ethnic in with the Egyptians or Jews, they're good choices: nominally Roman, but with a proud history of self-rule that should help you through the early delicate period where one informer ends the whole game. Failing that, I think your best option is a slave revolt: amass wealth, buy into one of the slave colonies, and recruit from there. You'll have to do the metallurgy yourself, at least at first, but at least your forces are hard to bribe.

Even with a military power-base, you probably want to wait until late Tiberius or middle Caligula, just so that the empire doesn't turn on you or fragment the instant you seize power. I guess you technically win if a rump session of the Senate coronates you while Rome burns outside, but it feels like we should award points for a smooth transition of power.