Set up a micronation

This makes it easier to do whatever you want in your own country, like piracy and stuff. It might be harder to get officially recognised as an independent state by the United Nations. You need land every piece of land on earth has already been claimed, so you need to get that country to give it to you (micronations don’t win wars). You need a constitution and a reason to be.
Unless of course you meant imaginary states.