You could use Pykrete to build a sizeable unsinkable floating island. This was once considered as a way to build a huge aircraft carrier in World War 2.

............and it will be extremely tough and durable, as long as it is kept at or below freezing.

It springs leaks when it starts to mmmm….  hmmmmm

or something along this line:  Freedom Ships http://www.freedomship.com/

Envision an ideal place to live or run a business, a friendly, safe and secure community with large areas of open space and extensive entertainment and recreational facilities. Finally, picture this community continually moving around the world. You are beginning to understand the Freedom Ship concept of a massive ocean-going vessel. With a design length of 4,500 feet, a width of 750 feet, and a height of 350 feet, Freedom Ship would be more than 4 times longer than the Queen Mary. The design concepts include a mobile modern city featuring luxurious living, an extensive duty-free international shopping mall, and a full 1.7 million square foot floor set aside for various companies to showcase their products.

Freedom Ship would not be a cruise ship, it is proposed to be a unique place to live, work, retire, vacation, or visit. The proposed voyage would continuously circle the globe, covering most of the world’s coastal regions. Its large fleet of commuter aircraft and hydrofoils would ferry residents and visitors to and from shore. The airport on the ship’s top deck would serve private and small commercial aircraft (up to about 40 passengers each). The proposed vessel’s superstructure, rising twenty-five stories above its broad main deck, would house residential space, a library, schools, and a first-class hospital in addition to retail and wholesale shops, banks, hotels, restaurants, entertainment facilities, casinos, offices, warehouses, and light manufacturing and assembly enterprises. Finally, this concept would include a wide array of recreational and athletic facilities, worthy of a world-class resort, making Freedom Ship a veritable “Community on the Sea.”

Where would you refuel?

Well, just about all the little islands out there are claimed by one government or another, but their enforcement of laws vary widely. Even the ones owned by the US. You might be able to set up a ‘protectorate’ and have laws that are closer to what you want, without having to give up citizenship, and still enjoy at least the token protection of a larger nation.

Even if you whip up a floating island or sea platform in international waters, you’re going to want to make sure you’re friends with your neighbors, just so they let you in to get supplies and don’t annex it when you’re not looking. This will probably be conditional on following their laws, or worse, providing a spot where their wealthy elites can break the laws of their homelands…

There is also the issue of security. What’s to stop some jerk from sending a dozen guys with guns over to your little country and booting everyone out so they can live off your hard work? So you’ll need some military muscle, which doesn’t come cheap.

So I think the answer is to find a nation with a set of laws that you can tolerate, and move there. Most of them don’t take kindly to folks setting up enclaves, though, so once you’ve picked your pony, make sure you’re following the laws.

Yes Robin, there would be a LOT of things to consider and I’d contemplated all of those including first that other humans live for ‘conquest’.  It doesn’t matter if you’re minding your own business, if another human being(s) come across your little utopia, they want it for themselves, or you AND it in an exploitative agenda.  Which brings up the need to form defensive military because, alas, human history is very unlikely to ever change.

I’d also given consideration to allying with other countries in an earlier reply too along with accepting that this is a very VERY small globe. 

Certainly no human being is entirely unique in wanting the ability to be in more control of their lives.  At the same time, when they are weakest (health, accident, age etc.) even what dubious control they might have is ripped away which puts them at peril.

I think the ONLY way to have your own ‘country’ is to be active in redesigning the one into which you were born.