What if someone made a city sized airship (dirigible) that had its own plants for manufacturing oxygen for the cabins (it would be in low earth orbit) and it just stayed up there and dgaf? And what if they just stayed over international waters so no jealous faggots could shoot them down?
@bitterblossom It would have to be very carefully maintained, lots of recycling, and solar panels and plants to make helium...although...I know this sounds bad, because of the Hindenburg but...maybe hydrogen. And it would need a rich eccentric to fund it, or it would need to figure out what it has that others don't that it can trade with, and what first comes to mind is freedom from laws. It could be a research platform for any country to rent out space and do otherwise illegal experiments...or it could be a law free pleasure island. A vacation spot. But those are the only two trade solutions I see.
as for solar panels... those aren't cheap either. relatively cheap, sure. but the actual materials and scientific advancement required to produce and maintain them? not exactly as basic as it seems in all the scifi colony builders. not to mention their lifecycle leaves much to be desired.
helium/hydrogen.... is a serious security and survivability concern, but i think would be a viably cheap and effective form of floatation, within limits. i don't see it feasibly holding up a colony ship. the volume to ship-size ratio is pretty ridiculous. just look at any blimp/hindenburg/etc. tiny little bucket is all you get. at which point it's almost more feasible to make a ton of hot-air baloons to hold some modular platforms aloft, and then have some other vtol propulsion system burning fuel to keep things up...
@doorroo @bitterblossom Hmmmmmmmmmmmmmm..............what if....we go DEEEEEPERRRRRRR, under the CRUST! Deep beneath the ocean flooooooor!!!!!! 
the main issue here is pressure, whether under water or underground.
even nuclear submarines get leaky.
we can't even dig tunnels very deep without crazy overhead costs due to the pressures and flooding on land, much less the ocean.
*le sigh*
i really want to live on an airship though
or at least turn a big barge into a mobile greenhouse with a swimming pool and cozy home.
realistically, i think it's easiest and cheapest to just build floating docks and slap those together with some boats and stuff and use the ocean surface as our new real estate. main fuel/power expense is going to be pumping bilges, which is chump change compared to the underwater lair or the flying city. plus, if you slap it along a major trade route and create an artificial harbor so other vessels can dock up to you with some relative safey from the weather, and rent out warehouse space, you'd be able to make bank on existing trade lines.
just think, too, you could have bezos plop an amazon warehouse on it with a fleet of drones to airdrop deliveries. that'll earn a pretty penny.
a floating dock city could be entirely self-sufficient, depending on how willingly you part from high tech stuff, if you make it large enough and have its core be a green house for food and wood production. or you could go even easier with bamboo/reeds for construction material, but that wouldn't hold up well deep-sea, so it'd be a coastal thing somewhere, most likely within someone's territorial waters.
@bitterblossom @doorroo What if some sort of impenetrable and inoffensive shield was in place, some sort of field that repels all missiles, including photonic ones (lasers, photons).
primary problem once you get past the politics and other bs is simple sustainability. it'll be resource intensive to maintain and operate, and you have no way of acquiring those except by importing them... so you need to somehow still participate in the global economy, and at a profit.
which is damn near impossible for places that don't have the high expenses and difficulties of being airborned, much less indefinitely so, and up at a height where you'd need to build a dome bubble or otherwise establish enviornmental sealing....