As luck would have it, immigration to Somalia is both inexpensive and free from bureaucratic oversight, so I would encourage anyone who is inspired by this article to go with godspeed.
Strictly speaking Somalia and its various autonomous regions do now have government, though you still won't face many restrictions on migration, particularly not if you look like you have assets. But a certain period of Somalia's history is very appealing to a certain type of "libertarian" to whom the idea of no taxes, decentralised everything, no taxes, "polycentric law" consisting of clans trying to pay each other off to avoid blood feuds, no taxes, rugged entrepreneurs starting businesses against amazing odds and did I mention no taxes.
Unfortunately it doesn't correspond well with the reality of a society where ransoms were a major source of national income, stronger families generally could ensure the "judgement" they wanted irrespective of the facts of the case and women didn't even have enough ability to "preserve the dignity and integrity of their body" to not have bits of their genitals chopped off by clan elders.
As I noted elsethread, that's not true: he died of heart failure[0].
[0] https://web.archive.org/web/20120205104310/http://www.isil.o...