Start small; start local.

Where is there any geographical area other than on or under some of the seas or extra terrestrial where a free society, in the sense of maximum liberty with respect to government laws, can be created. Really, what you want is not some radical-capitalist community imposing a set of ideas on how you should be free, but liberty with respect to government. Then you could have a community with a capitalist economy. There is more to a free community than the economic system. There are all kinds of possible moral ideals which might be needed to be obeyed.
Just recognize objective reality as much as you can and work to minimize government so that a fully capitalist community could emerge if citizens can handle the greater freedom of action.
I doubt that such changes can happen while faith has been substituted for reason on reality in so much of the community.

I think that the only reasonable way to do this is the "alongside night" idea. An alternative society just sitting there in plain sight, yet under the radar.

For now, consider Free State West, which you can start investigating on Facebook. Free State West.
Soon our website will be up.
We are in Southeastern Arizona, trying to bring together people who believe in freedom, and in enough numbers to effect some changes.
I saw on another discussion someone saying California will collapse when the producers leave, but the writer won't leave because his or her family is there.
Well, there's your problem: Until people decide freedom is more important than anything else, and that only if free can one find the other things that make life good, well, simply put, we won't have freedom.

Great question. I started planning, and had a few meetings for, building a commune (but not in the classical sense). I wanted to acquire about 20 acres near town, build several houses on it and our own school building. We'd all homeschool our kids while keeping our jobs here. But, as I started to look into it I realized it'd probably never be allowed. It would be regulated (explaining to the county why you have several homes on the land) and attacked ("we are here to make sure the children aren't being harmed"). No. I think it's better to lay low, maybe slip away quietly. Go Galt.

In the early 1970s, The Wall Street Journal published a story about a man trying to find an apartment in (shudder) New York City. He found his biggest hurdle was just getting into a building to find out if there were a vacancy. So he took a sheet of paper, wrote thereon "Building Inspector" -- just his own handwriting! -- to wave at the "supers" and thus get inside. He found instead that the supers just handed him money, having expected merely another act of extortion. Remember, I did say New York City.