In the 1800s you could go somewhere, kick out the natives and declare yourself the owner of the land. I don't think that's possible anymore. At least not in most habitable zones. Where in particular do you recommend people should go?
They left much of the areas they slaughtered the natives for, the midwest is still incredibly empty. Five states with eleven people per square mile or less, including Alaska. Plenty of space.
The "empty" midwest is all owned, though. $4000/acre, maybe? That's not much if you are trying to buy land to build a house. It's a lot if you're trying to acquire 1000 acres for a farm, though.
Alaska is largely government owned. It's empty, but that doesn't mean that you can take a chunk of land there.
You can, but you'll be dirt poor. Back when "dirt poor" was normal, and luxuries like "bathing every day" or "carpet" were uncommon, being dirt poor seemed acceptable. Now most people won't accept that as a lifestyle.