I assumed leadership of a tiny cadre of largely incompetent villains a while back (I joined and was crowned leader within three hours), and eventually I was the only one left. Thankfully, nobody thought to take anything with them, so I inherited a small castle. I downsized to 8x8 (to avoid paying rent to those vicious eight-legged landlords), and I now have a very cozy laboratory for all sorts of socially unacceptable experimentation.
If any bored, loner villains are looking for a hobby, I suggest building yourself a base. It's quite satisfying.