I have thought about it before. It is a long process, especially if you do not want to give up too many creature comforts. (Here I should note,I would do it primarily for cost saving and perhaps the environmental aspects, not the I don't want a smart-meter, people tracking me, or fear of "the man").
What I found when I looked into it was A) it would take me over 15 years at current levels of use to break even on the investment for power alone, so B) the first order of business if I were serious is consumption reduction, this likely means replacing appliances, better insulation, new lights, "vampire appliance" killing outlet controls. C) The cost drops a good bit if you are grid-tied (you sell excess power during the day and then buy back at night, aka "net metering" this saves the cost of having to install and maintain a battery system for low wind/dark times. D) Depending on location a well would have to be drilled and septic, if not already, to leave the grid. E) A complete disconnect with the grid would mean phone and internet, two items that are almost required in modern life. F) Heat in certain areas can be an issue, though there are options for wood or pellet fuel central heat.
In closing, I would first reduce my bill as much as possible using other measure and then consider a personal source of power. I would probably choose to be grid-tied with net metering, simply to save the cost of power storage, if the grid were to go down from time to time (and stay down for extended periods of time) I might consider a propane generator to fill the gaps. As far as leaving the grid for other utilizes I could see (and prefer) well water, though septic is another thing to maintain, but I do not see disconnecting internet and cell phone service.