Auckland Islands

http://en.wikipedia.org/wiki/Auckland_Islands

The Auckland Islands form a large archipelago south of New Zealand, to which they formally belong. After several unsuccessful attempts of settling, they have remained uninhabited.

Potential:

A large land area, at least part of which may be up for grabs, or even negotiable with the government officially claiming it. The catch is of course the tough environment, and weathering it would be the key challenge of staying here. But if someone stayed, he might possibly stay permanently.