I'm trying to understand what the right way is to think about "groups which are only well-defined up to conjugation." Since this is somewhat vague let me clarify it by pointing out the main examples I have in mind:
"The" absolute Galois group $\mathrm{Gal}(\overline{\mathbb{Q}}/\mathbb{Q})$ which depends on a choice of algebraic closure and so is only well-defined up to conjugation. Here the usual approach is to study finite dimnesional representations of this group, since the isomorphism class of the representation is a conjugation invariant.
The (outer) automorphism group of "the" hyperfinite $\mathrm{II}_1$ factor. Again this depends on a choice of hyperfinite $\mathrm{II}_1$ factor, and so is only well-defined up to conjugation. This group is simple, so the kinds of techniques you use to study the absolute Galois group won't work.
As pointed out in comments, and in email by Qiaochu, one way to think about these examples is that instead of a group you have a connected groupoid. If you pick a basepoint a connected groupoid gives a group, but without picking a basepoint you have something somewhat different from a group.
But these two examples have something additional in common which is that one doesn't have easy direct access to the points. Or even if you do find a particular way to write down a base point, there are many natural choices of basepoint and there's no constructive way to write down the path between basepoints.
Is there a good way to think or talk about this which will make more concrete the intuiton that you're banning yourself from ever fixing basepoints or fixing a path between two points?
(The original version of this question was NARQ, so I've edited and rewritten it to try to improve it.)