Which ring? Limbo aint so bad, just windy, Oklahoma building codes would be more than sufficent, and you get to pal around with all the famous people who croaked before big J showed up. Real estate in some of the lower rings should get pretty cheap, you would not need much infrastructure for heating and cooling as the tempeature varies wildly between the rings (which according to Dante, are atleast walking distance apart)

I personally would set up an ice rink adventure camp on ring 9. Cocytus does not appear to thaw, so long as you dont mind skating around the traitors frozen in the ice and stay an arms length from Lucifer, you can probably set up a pretty good tourist trap.