The best laid plans O' Mice An' Men...are the ones that will probably be finished.
Assuming you want to do this in Vanilla, without any Mod help or copy/paste, here's how to go about building something enormous.
Calculate
Before you even get started, you need to calculate how much material you're going to use to build it, and how much space. If you're willing, you can open up a SuperFlat Creative world in order to get a good idea of how big your structure should be. This is where your grade-school math skills will come in handy for figuring out how many blocks it will take to complete your structure. Keep in mind the type of material you want to use, and use the width, length, and height of your structure to get a general idea of how much you'll need (always overestimate - it's better to go in with more than you need than it is to have less).
Harvest Resources
It's going to take a lot of resources to build this super structure, and unless you're using creative cheats, that means a lot of time gathering up things before you even begin. If your structure is primarily made of wood, find out what type of wood you want to use and build a tree farm. I like to lay down sand and patches of dirt to help space the trees out, but this isn't entirely necessary.
If you're building out of stone, find a hill and dig down dig down into the earth as deep as you can. You may want to start a branch mine just to gather rare minerals while you're mining for stone anyway, and to build a rail system to transport the raw materials back up to the surface.
Either one of these farming tasks should take place near where you're going to eventually build your structure. Which leads to, assuming you haven't already chosen...
Scout a Location
Location is absolutely key for any major construction, and you're going to want to pick a good one first. You may already have a location in mind, in which case you can skip right past this step.
A good location should be near something important - a coastal area, or a river crossing, somewhere that will be memorable, since you're going to be spending so much time working on it, it'd be a shame if it were up on top of a mountain where no one will ever go (though leveling the top of a mountain for your castle WOULD be impressive...)
Flatness is imperative, but if you haven't got a flat surface, you can always make one. TNT can help, but you'll eventually have to switch to basic shovels and picks. Put some efficiency or unbreakable enchantments on them to make the job more bearable.
Build!
If you've done the previous steps correctly, you should have more resources than you need to complete the project. Resource exhaustion can be one of the most frustrating parts of crafting a megastructure, which is why most of the prep here is not in planning out the shape, but in making sure you've got enough. By preventing yourself from getting into a position where you'll have to keep going back underground for more and more resources, you avoid getting burnt out, and can construct your new fancy megabuilding to your heart's content.