I'm sure this would be unpopular with many governments because they wouldn't be able to make much money out of you. However there are cheap ways of obtaining land/infrastructure, in Italy for instance. Though there are caveats.
This is worth a view; http://uk.businessinsider.com/italy-is-giving-away-castles-for-free-but-theres-a-catch-2017-5?r=US&IR=T