We have not discussed this for a while and it seems to me the first step is to find a place with cheap land.
May I suggest the mountains near Philmont ranch in NM?
The land is dirt cheap and nearly uninhabited.
New Mexico is huge, its one of the largest states and has one of the smallest populations .
The terrain is similar to Colorado but a tad warmer and a fraction of the cost.

Any other spots you guys can think of , toss em in.