The first thing I would do is go to the family attorney (who was county judge for 30 years), grab him, and then take him to my financial advisor. I'd sit down, draw up a trust to house the money, and lay it ALL out before spending a dime - except for fees to both men.
Then I'd proceed to claim it via the trust so my name is not attached to it (avoid calls/threats/robberies/long-lost family members). From there, the well-planned administration of the the trust will let me know how much I spend per year based on my life expectantcy while still allowing for firm value to be transferred to my wife/kids, etc.
The gap between super rich and middle class is growing. If I can ensure my family line will be better off, then I will do so first.
For example, if it were a large sum per year (this would have to be likely 5 million plus total post-tax winnings), then I would consider setting up college or trade school funds for the kids and relative's kids. My personal finances would be address based on advisement of my advisors (ie tax deductible loan payments/interest, etc.).
Only then, once I had a clear picture of what the winnings would allow, would I make a plan to spend money.
Iowa, Kansas, Illinois, and Ohio would likely be on the short list for property purchases - all have quality hunting and the timing of some seasons vary so I'd be able to hunt extensively. That an a cottage on a lakeside.
If it were a mega-win (100+ million). I seriously consider giving away a portion of it for causes...my alma mater high school, a few people who I know are struggling but are deserving, and I'd love to give money to maybe St. Jude's or something of the sort that helps kids with health issues.
I also don't play the lottery often...sooooo....