Having some money to throw around is nice. I wish I was in that position
It is yours to do what you wish with, no one can stop you, or shouldn't frown up on you for doing so.
However what I would say is this. Poker is a great game, the more I play the more I love it. The more I study and get better at it, the better it gets, and the more money I make. (Nothing big but it feels good to win)
Take some time to learn the game, make playing poker about playing poker, making correct decisions regardless of the amount you are playing for. If you can play well for trivial amounts of money, then when it comes to playing for more money you will most certainly have a huge head start.
If it is MTT's you wish to play, and you have a bomb load of money to spend, play $10 or $20 buy ins, the payouts are still big for winning. Stars is the best site for big tournaments imo.
As for actually Bankroll building , I think Sit n Go's are the best starting place for any new player. It is a great way to learn the game knowing the most you can lose is your buy in for any given tournament.
Feel free to ignore my advice, but if you are serious about Poker, you need to know making good decisions is the be all and end all, the amount of money at stake is only there to mess with your mind.