Plenty of wildfires in the mountains!
The southern part of TX, NM and AZ in the 4,000-7,000 ft range have the best year round climate in the US, except for the S CA coast. And a lot of the land is cheap and sparsely populated. I live at 7,000 ft for instance, and the average high ranges from 50 (and sunny) in Jan, to 82 in July.
The tricky part is that if I was to build a hovel, I'd want it set up very simple. Totally off grid, catch water off the roof, a few solar panels and batteries, solar hot water, passive solar heat with a woodstove backup, poop in a bucket or hole in the ground, etc. Obviously I'd be astray of any building codes if they were enforced.
Cochise County in AZ (SE corner) has long had a rep for "doing your own thing", but they are slowly getting restrictive. For instance you need a septic system for grey water even if you have a composting toilet, and the composting toilet needs to be one of a handful of expensive commercial units. There was something about needing a particular type of water heater also, which I wouldn't use. Seriously, I don't think one guy's poop on a 40 acre parcel is going to cause any issues, or my few gallons of washing run-off, but... that's how it is.
Apparently Greenlee County (just north and east), still has zero codes, but it's a long way from anywhere. It oddly doesn't seem to have much land for sale either.
TX around Alpine and Fort Davis would be another option, as I've heard there are no codes in the boonies, at least none that are enforced. There are lots of places in NM where I'm sure you can get away with it, although the more popular (and not necessarily populated) counties tend to have code enforcement.