If you want to stand inside a big pyramid shape made of modern materials, you can go to Las Vegas. From inside it looks like any other building, though I suppose the rooms with the slanting windows are faintly neat.
So the outer sides of the pyramid are these very precise steps with amazing accurancy, and it's just filled in (where there aren't chambers) with... piles of rocks?
For $X dollars, you can pay to have a cubic foot of stuff interred in the pyramid, for future historians to find. If a pyramid-sized pyramid can hold Y such lots, can you sell enough to pay for the construction?
It doesn't have to be anywhere specific, just pick a spot that's relatively dry and has appropriate stone nearby. Run it as a tourist trap afterwards to pay for whatever ongoing costs are needed to keep people from disassembling it for raw materials.