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How do I best resist Morgoth?
Don't. "Hey Morgoth, how's it going?" And then, once you're less likely to die a quick (or maybe severely prolonged) death, think carefully on ways to mess with him from the inside. Sure he's got loads of orcs he can sacrifice, but how many elven princes are on the inside?
Keep your friends close, and your enemies closer.
How friendly should I be with Thingol?
Chat over the occasional cup of tea. Maybe a game or two of curling in the winter to spice things up a bit. Don't promise anything, but make sure he knows you're a pretty chill guy.
How far should I co-operate with my valiant, elficidal jewel-seeking relatives?
If you want a long-lasting princedom, ban jewelry. Call it what you want... tell your smiths that Eru likes modesty and that such ornamentation is vanity... whatever it takes to keep people from thinking "Hm, I'll bet that silmaril would make a nice engagement ring."
To be honest, you really don't want an official alliance with these guys. They're crazy. You want predictable pals. When Morgoth's attacking and you need assistance, you don't want friends whose first thought will be "Is he attacking because they stole my bling? Maybe we should let Morgoth do the job of it and teach them suttin fierce for takin' our shine."
What sort of site would be good for my kingdom?
Fortresses are bad. As soon as you build a fortress (most specifically if it has a moat), you are daring your enemies to try out your defenses. You're publicly declaring your fear of assault and you're stating that your walls can't be breached. It's an open invitation.
Hidden city: same thing. "Nah nah nah nah nah nah, you can't find us!" It's a dare. Prudent rulers aren't going to make bold statements.
Caves: if they don't have a back door, you can get trapped, and if they do, you can get invaded from more than one entrance.
Seaside haven: do you really want to be trapped between legions of enemies and a tempestuous ocean?
Enchanted forest: Probably the best idea, but make sure they are legitimate enchantments. You don't want tempermental magic that's going to let your enemies sneak up in the middle of the night. If your base of operations is in the middle of a forest and your magic conks out, your enemies have tree-cover. They'll be able to get close before your scouts spot them.
As with the answer on how best to deal with Morgoth, do it by staying in the open. If you hide, you're practically begging to be sought out. The best secret is one kept in the open.
What do I do about Dwarves and Men?
If by about them, you mean to them, don't. Dwarves hold grudges. Don't worry about men. The ones annoying you will die quickly enough anyhow.
What sort of culture am I ideally aiming for?
One involved a lot of laughing, singing, dancing, and Marmite. What's the point of surviving all this time if you've got nothing to live for?
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