Less crazy than you'd think - I have 2 friends here in Colorado that did exactly this. One even went so far as to design a room within a room in order to decouple it from the rest of the house.
From time to time, I think of all the things you could do for a SOTA listening room - never went quite that far. Wow.
Things I have thought about:
1) Consultation in design from Acoustical Engineer/Architect. (I know there used to be a Company that specialized in this for Home Audio, but they went out of business years ago). "Golden Ratio" Room dimensions. Non Parallel Walls. Staggered studs with Green Goo between studs and drywall (or whatever)
2) Something along the lines of an Equi=Tech Main Electrical panel for the House or at least a Sub Panel the Room itself.
3) Premium Wiring.
4) Upgraded outlets.
5) Ultra Low Noise HVAC system.
6) Acoustical treatments. Tri traps in the corners . A mix of Absorption & Diffraction on walls & ceiling.
I'm sure there's more. I could see upwards of $100k just on a room.