In most cases, if you live in an organized town, you're going to need a permit to build and then get an occupancy permit to move in. We are currently building a home and it's a pain in the neck. I have already spent nearly $10,000 in permits, property taxes, real estate transfer taxes, perc tests and fees, etc.
You would be better off buying an existing home, and then converting it to off-grid. There are a ton of great properties to do this with.
I know in Maine, there are a several towns that are what they call unorganized townships. Towns so small, they don't have any form of town government. Even building there, you end up dealing with LURC. Land Use Regulation Committee. Which is the State out of Augusta.
If you want to live in a rural location, but want to still be accessible to civilization, I might recommend the towns of Wolfeboro, Tuftonboro and Moultonborough. These three towns border Lake Winnipesaukee and have some of the lowest tax rates in the state.