Oh God, a man can dream. This is something I've thought about a lot, and I even came close to establishing my own gaming room until there was a drastic change of plans.
Well for starters, I'd want a shelf/cabinet setup with every console from the NES to the PS4, and everything in between. Obviously I'd want a wall dedicated to nothing but storing the actual video games themselves. If money isn't an issue, then I'd want the entire NES and SNES libraries, and the best rated games from all the other consoles. Two sets of televisions would be ideal, one old school CRT for genuine classic gaming, and one 4K TV for modern gaming. I'm not much of an audiophile, so any average surround sound system would do.
Then to top it all off. multi-color LED lights! Multi-color LED lights everywhere! On the walls, on the shelves, behind the shelves, anywhere I can fit 'em. Oh and of course you need somewhere to sit, but I'm not a fan of those expensive gaming chairs, so any 'ol comfy couch would do.