While you can theoretically leave the U.S. whenever you want, you cannot stop paying taxes whenever you want.

You have to renounce citizenship, pay a fine for renouncing said citizenship to avoid paying taxes and possibly be audited. And you might argue that's fine, because they should be able to collect back taxes but you'll generally have to pay taxes for the next 10 years.

So, putting aside the immigration issues, and assuming you could move to wherever you wanted it's still not possible.