Might I suggest an Indonesian chicken coop?
Better yet - since they (supposedly) need a new HQ - we could move them off of Manhattan altogether and they could build a brand new HQ right here:
http://www.cia.gov/cia/publications/factbook/geos/bv.html
Just King Koffi, the Koffikleptocrats, and assorted pinheads - all by themselves in the far reaches of the South Atlantic with the penguins and seals. Maybe we could even fly Mr. Bolton in once every 6 months or so to yell at 'em. (I'd bet he'd prefer teleconferencing with them, though.) Since it's Norwegian territory, they could hand out the Nobel prizes there, too.