Go wherever you want and eat the grass and live under the stars and you can pay no taxes and you truly will be free (but I'd check the local laws first just to be safe).
OK, let's say I do that.
Now some friends of mine also decide they want to be free, and come join me under the stars.
Now some friends of friends get in on the act. We specialise - some build houses, some catch game, some forage for fruit. We start trading with each other, using rare stones as tokens of value.
We have children, and others join, our population grows.
And what point do you think the government would butt in and start demanding taxes? When would freedom become tyranny?