NASA's Brian Muirhead has speculated about the best way to construct a "Death Star" [wired.com] or other weaponized space station:
The best way to build a Death Star is to construct one out of an already-existing asteroid, says Brian Muirhead, chief engineer at NASA's Jet Propulsion Laboratory. "It could provide the metals," he says. "You have organic compounds, you have water—all the building blocks you would need to build your family Death Star."
And Muirhead knows a thing or two about asteroids. He's actually working on NASA's Asteroid Redirect Mission, which will land on an asteroid, collect a piece, and then place it in orbit around the moon. A crewed mission will then go collect samples from that chunk while it's in orbit. (OK, so it's not quite building a Death Star, but it's still pretty cool.)
The Wired article includes a video.