It's definitely not advisable to try to go out on your own and start an independent society. There are real life examples of this, and all of them ended up being destroyed by corporate-state power systems.
MOVE here in Philadelphia tried to start their own environmentalist commune and the state police fire bombed their row home. The fire burned everyone inside alive: men, women and children. The fire then spread to adjacent row houses, creating a city-wide disaster.
Before WWII a anarchist society developed in Spain, and the US, England, Nazi Germany and, Fascist Italy all conspired to destroy it. It was, by all accounts, successful, but could not withstand the combined onslaughts of corporate fascism (US-England) and regular fascism (Germany-Italy). London and Washington of course payed the bills for Italy and Germany to destroy it with military force and terror.
As someone mentioned, truly free and democratic societies are a threat to power systems like the US. If a large example like Spain were to remain (or even a small example like MOVE in philly), people would see a better society is possible. People in positions of power and wealth must destroy these examples at all cost.
So the best solution is to create change from within. Nation-states backed by corporate tyrannies excel at violence and terror, so they must be dealt with using non-violent methods.