Egypt would be cool and I was thinking a rollercoaster in a pyramid would be awesome, but that might be too similar to the Mummy one at Universal.
So how about a Nile River type ride inside a pyramid? It doesnt have to be an all out get you soaked thing but riders can start off by going up the middle of the pyramid all the way to the top in some sort of time travel "back in time" mode, then it could meander its way down a history of Egypt, maybe hitting some fast parts and non wet rapids for excitement, ending up in modern day Egypt.
There could be a marketplace type area selling goods and of course a nice restaurant. The water from the Nile River ride could even come out of the pyramid creating a Nile River of sorts meandering through the Egypt "land".