gather a bunch of folks who think and feel the same as you about certain issues, subjects.. whatnot? make claims that will stick with them then.. well get registered in the city as a parishioner or whatnot for your own church and have them so to speak "come aboard" and if you get enough followers and are in your location LONG enough and are proven legit you can petition for tax free status!
dun-dun-dun.
but you'd need support and sponsors... you'd have to ask about that one with the 'faith' sorted in your region to learn more what you can do to open up a new 'base' and become associated.
you can probably find others who already done this in your county? state? ONLINE all you gotta do is just google this crazy organized faith crap and see who pops up and where.