I agree, its important to be prepared for many different possible scenarios.
Is there any scenario where a New World Order would be a Good Thing? It's always talked about as being something to fear.
I wonder if it could turn out well, as when the States United under a federal US government. Perhaps the European Union is another example. Is there a way to do this NWO thing RIGHT?
Nice thought, but no, it can't be done right (by "right" i assume you mean resulting in maximizing freedom and minimizing the initiation of force). The States uniting under a single federal government was not a good thing (it is detailed in the book "the politically incorrect guide to U.S. History" by Tom Woods). More taxes, the war on drugs, wars in other countries, money printing, NSA, military drafts, obamacare, etc. Bigger government always results in more freedoms being taken away and restricted, more atrocities because they have less accountability and less incentive to act in the interest of its tax slaves. People will have less places to flee. So hell no, bigger government can't be done right. Those in power will always employ whatever means, often violent, to maintain and increase their power. This is what the formation of the federal government and the Civil War was about, the struggle for power between the states and the federal government (not slavery, as is propagandized in public schools and their history books). The European Union and the NWO, were formed for the same reasons, to concentrate even more power into the hands of the political elite.