In the past, it was really hard to sever ties with one society and government and go form a new one, but you could actually find places where nobody would immediately chase you away (even then most expansion was at the expense of natives, though). Nowadays that's impossible. A small number of people could maybe live in Siberia undetected, but that's more like partisan warfare than establishing a new country: The moment Russian government finds out anyone's there, they're getting deported. Your best bet for not living in an existing state is amassing an army (likely illegal in your home country) and invading a weak state. Good luck.
Also >You don't get to use any of society's infrastructure if you don't opt in, though. You don't represent the rest of us, so why are you pretending to the authority to make stipulations like this? I'd imagine if there were any outlands left to retreat to, you would at least have some bartering going on there at the fringes.
You can't pick any parts. Choice has nothing to do with it. You serve the government, it does not serve you. You are a slave.
But you can pretend that you picked what society is asking you to do, if you like - that you picked how much tax you paid, that your government borrowed so many trillions, the way they spend that money, which wars they fight, etc, etc. If you don't believe me, try and change something.
I personally think that's an example of Stockholm syndrome, but each to their own.
You can go to live in a forest. Your obligations to the jurisdiction remain.
https://vividmaps.com/non-private-land-in-united-states/
But you should check what you can do in it. It will be probably legal to park a vehicle there and very probably illegal to dig a moat around it (public means "of everyone", not just "free").