I'd make a country that's someplace warm, possibly a small island. Has 0% taxes, steals electricity (and cable) from neighboring countries, has a total population of 3. Me, my girl and a servant that's just happy to live there for free.
I'd fish all day long, and work all night long. Damn I'd be happy. The servant also would have a powerboat so he could go buy tax-free alcohol from other countries, and naturally food and stuff.