There is no one answer to this question.  It depends on way to many variables for me to be able to give a one-size-fits-all answer on a web page like this.

First thing is, go out and get copies of the following two books, whether you buy them or check them out from the library, get them and read them VERY VERY THOROUGHLY:

How to Find Your Ideal Country Home by Gene GeRue.  This book is aimed at helping you to find a place where you will be happy, both with the physical environment and emotionally, getting along with your neighbors, etc.  Gene GeRue has lived in the Ozarks for the past 20 years, a transplant from Wisconsin via California and other places, so he has lived through a lot of what he is trying to help you steer clear of yourself.  Without taking the time to identify and understand your actual goals, you are taking a chance that you will be no more happy in your new home than you were in the old - and perhaps even significantly LESS happy, since you will be surrounded by the New and Strange type of problems as opposed to your comfortable, familiar, Old Problems.  I can't stress the importance of this book too strongly - in the short year that I have been living on my own rural property I have seen several improperly prepared families pack up and go back to the city.  Not because they COULDN'T make it in the country somewhere, but because they were not prepared for the reality of the particular area they chose on what, in hindsight, was little more than a whim.  Read the book, think about it, and prepare yourself better than that.

Finding & Buying Your Place in the Country by Les and Carol Scher.  This book is mostly aimed at the legal aspects of buying country property.  Both are indispensable resources for helping you to answer this very question for yourself, because you are the only person who CAN answer it.  There are homesteaders in every state in the Union, including Alaska (now THERE'S a tough place to homestead!)

Where to buy land depends on what you want from the land itself, whether or not you need employment nearby and what type of employment, family considerations, access (do you need blacktop, or is a gravel road ok?) and many many other things.  Get the books, digest them. Join the homestead list and talk to people.  How much the land costs is the least of your worries on this issue.