I too would like to do that someday. Just get a big knife, maybe pack some supplies, maybe not. Walk out into the middle of some huge forest or nature preserve. Learn how to survive. Then mabye build a shelter or something. Personally, i would like to first clear some land and build a log cabin. Then id stock it with some supplies and i'd hunt and grow my own food, not to mention my own weed. Being that far away from society, you really wouldn't have to worry about cops. You could do literally whatever you want to without fear. Plus it would be so peaceful, living out in nature. No TV, no radio. Just a guitar or other acoustic intrument. Spending the days outside tending the vegetable garden/farm.

There's actually this place in northern MO called Dancing Rabbit eco-village. Its like this self-sufficient commune where people grow all their own food and make the buildings out of what's around them. They do have a car and they use biodiesel to power it. I would like to live in a place like that. As long as they let me grow all the cheeba i wanted to. Ahh, fantasies...