The US stopped allowing homesteading in 1986 in Alaska and 1976 for the rest of the country. You might try Canada or Australia.
However, an adequate "bug out" location is completely dependent on why one is 'bugging out.' If Yellowstone blows, most of the central US is pretty much toast. Who knows where an asteroid will hit, so planning for that is hit or miss. Floods? Stay away from rivers and oceans though you want to be around water to survive, unless you can make your own. Honestly, the smartest thing to do is shelter in place. Unless, of course, you live in a bomb target area. Is Vegas a terrorist target?
Oh, if you buy the land, you don't need homestead rights. But you may want to make sure you have drinkable water and perc-able soil...