Omitting the biggest hurdle to this thought money, I wonder what would happen if the following scenario was to be performed.

Create desalination plants on the coasts of Africa and fire the fresh water into the Sahara. What would happen?

voted "slowly becomes habitable" and "other"
but I assumed along with the money is no object, that that could buy any problems with the govt policies...

I think, and am no expert in nothing, you'd have to alter some geography first, maybe create a mountain range or at least move some dirt to make the geography help with the local climate. Then it might start raining on its own. But anyway, if you did the desalinization it'd happen faster, also depending on distribution of the water. Would probably bring the price of salt down. New prolonged moisture might activate some dormant organizms and breed a new disease that could kill of loads of people/wildlife...

I dunno, all just a guess.

It won't rain because of the currents on the Atlantic and the Med's natural warming effect on the area, you could do it in small parts (which has already been done by the various nations that cover the Sahara, but that is all. There is not enough water to viably irrigate the whole area nad so much would be lost so quickly to evapouration.

It's best to leave the Sahara as it is.