The 1st thing you should do is get educated about establishing an offshore (outside the U.S.) presence. The Sovereignman web site that Mr. S pointed out is a good place to start. Given the enormous pressure that the U.S. government is now putting on other governments to spill the beans on offshore accounts, I would stay away from setting up a European offshore presence. If the Swiss aren't a safe haven anymore, what's left? In order to move your money safely out and under the eyes of the prying U.S. government and the IRS, you'll have to do it in small chunks at a time. So it will take a while to safely repatriate your assets.
You should look into establishing a residency somewhere outside the U.S. Since you said you liked Asian women, then maybe getting a job somewhere in a major financial center in Asia would be ideal so you can work and play there. Any job that can get you a work visa will do since you have money. Maybe a city like Hong Kong, Singapore, Tokyo, Seoul or Shanghai.
Some countries will allow you to buy a residency. But you'll have to invest a significant amount of money in order to do that. I would try the work visa route first since that is significantly cheaper. The key is to somehow go to work in another country so that you are seen as a local resident. That will enable you to set up bank accounts without having to give them your U.S. passport or SSN. Setting up accounts that have no U.S. links to it is the key to offshoring your assets. You can even stop working once you successfully establish your residency outside the U.S. Many countries issue some type of ID card that says that you're a resident and usually that's enough to open a bank account. If any bank asks for your passport or SSN, walk out!
I currently live in Hong Kong but I like it here because English is my best language. And you can easily get by in Hong Kong just knowing English. And I still have access to Western things that I like, e.g. food. I also like the fact that I can move money into a Chinese bank here in Hong Kong and feel it is relatively safe from prying U.S. eyes. The U.S. can intimidate just about every country in the world except for one IMHO. China.
Singapore offers everything that Hong Kong does but for me, it's too hot there year round. Also it's a lot stricter in terms of the laws there so that's not so good in my book. Also Singapore likes to put everything online, e.g. financial info and I don't like that. In Tokyo and Seoul, you really need to know the native language to blend in there well. And while Shanghai is a great financial center, the fact that it is in mainland China itself can be problematic. One thing I've learned is that it is easy to move money into mainland China but it is much more difficult to move it out. That's why I like Hong Kong because its rules are different. They offer the best in terms of both worlds.
You're probably wondering if you have to physically leave the U.S. to set up your offshore financial presence and unfortunately the answer is yes. Because of what the U.S. is doing now in terms of tracking the assets of its citizens globally (because of the tremendous financial deficits that they've run up), setting up foreign accounts isn't as easy as it used to be.
But that's a good thing! You want to get out anyway so it's another good incentive to leave.
I wouldn't even think about getting married until you're in your late 40s (if marriage is what you really want). You have too much self education to accomplish in terms of finances and women. Just make sure you protect your assets first so that no woman can touch them. DON'T TRUST ANY WOMAN, NO MATTER WHAT YOUR LITTLE HEAD SAYS!
The other reason why I like Hong Kong is that it's a good jumping point to all parts of Asia since it's a major international airport. If you look at it on the map, it's centrally located in Asia and its infrastructure is one of the best in the world. So it's a great place from which to explore all the different types of Asian women. And it doesn't hurt that it has SEX141 in Hong Kong and Macau is only a 1 hour hydrofoil ride away.
I have a philosophy that I think is fitting in your case: "It's better to be rich and unknown than to be rich and famous."