Uh… where exactly? There’s not a lot of land that isn’t claimed by someone already and unless you’re willing to hold whatever new nation you’re trying to form by force, you’ll have a hard time. Trying to do that in the middle of the Gobi Dessert probably only requires a few million in weapons, but water is gonna be hard to come by. Trying it inside the USA is gonna be pretty tough. I’ll suggest buying an island for a couple billion, spend another couple billion on infrastructure and then just a kinda lay-low government, where you don’t officially claim independence, but also don’t really follow the laws you don’t like (see Epstein island for more details).