I'd appear somewhere that doesn't make a big deal about citizenship, and start a business. I'd find something that doesn't require too much technological capital, like building a printing press, or producing steel. I would take care to have good PR. As I get more money, I'd spend large amounts on R&D to build technology I don't remember or completely understand. After I get a large enough industrial empire, I would sponsor a revolution in some country, and become their leader. Thanks to my advanced technology, it would quickly become a powerful country and I will take over others. I would also make sure that the standard of living improves, so that people would believe that I really am doing it to help the people. Eventually, one of the places I'd take over is Rome.