I find it easy to world-build for Caldari because I find the State the faction most consistent with the dark corporate dystopia of being a capsuleer in New Eden.
"Not a Caldari citizen or someone I am obligated to? Go DIAF then." Easily translates into a cynical and pragmatic world view as a podder. Where lofty ideals are less important than taking care of your own, realpolitik, advancing your own agendas to serve the people you're loyalty to, and seeing the world only as competing or mutual interests.
In fact, a lot of the things I envision most capsuleers doing like corporate mercenary work, industrial espionage, and the pursuit of power and its protection against others is just a fact of life for most Caldari and their perspective on life, the universe and everything easily justifies life in the pod without a lot of the moral reservations I think can up from playing in other factions.
The most difficult aspect however, to world-building with Caldari is the concept of the Megacorporation itself. Many seem to equate them with a modern corporation when in fact they are centuries old human institutions with their own particular identity, history, corporate cultures, familial politics, and whom billions of Caldari identify with and are loyal to just as much a traditional nation-state.
Caldari corporatism doesn't find its parallels so much in a modern trans-national, but rather in what would happen if modern trans-nationals find themselves in a position of supreme power and authority without government control, oversight or intervention, and where their employees no longer pledge allegiance to a flag but to a brand.