As with most of my answers on here, I'm going to lean fairly heavily on Legends, as the philosophy of the Sith isn't built out very well in the new canon.
According to the Sith Code, the ultimate goal of the Sith isn't power or domination, but freedom.
Peace is a lie, there is only passion
Through Passion I gain strength
Through Strength I gain Power
Through Power I gain Victory
Through Victory my Chains are Broken
The Force shall Free me
The Sith are all about using power and victory over opponents and obstacles as a vector to personal freedom. The core of the Sith ideology is that any limit imposed on you that inhibits your ability to do what you wish is a shackle, and the only way to break those shackles is the accumulation of power and the domination of anyone who gets in your way. There is no after for a Sith.
Ruling the galaxy isn't actually the goal--nor is defeating the Jedi; both are simply a means to the ultimate end which is, as the Sith code so succinctly states, Freedom.
So let's look at some specific examples like Sidious or Vitiate, who accomplish most or all of their Galactic Domination scheme. They both get close enough to the point you're talking about to be relevant behavior studies. Both Emperors are the unabashed masters of their domain (for a time,) and are functionally unchallenged (for several years, at least). Once that happens, they both turn to conquering the ultimate chain: Death.
Death is seen by the Sith as the final failing of the Weak (expressed as such various times in SWTOR dialogue, KOTOR/II, Darth Bane, Darth Plagueis, etc). To die is to be ultimately powerless, to have your will so thoroughly overridden that you can never hope to express it again.
Logically, then, most Sith Lords atop massive power structures with nearly unlimited power at their fingertips start looking into ways to prolong their life indefinitely; ways to avoid that final failing and ultimate expression of weakness.
So a few quick summary points:
Galactic domination isn't the goal, it's a means to an end
The Sith Code posits that freedom from any restriction is the ultimate goal
A Sith with nearly unlimited power really only faces death as a restriction on his action
So most Sith who 'Win,' as it were, spend their time trying to become immortal.