You can try joining the kingdom of Nirath. Counts and Dukes surely will help you with that project
I think Midgar, a town in Nirath had a similar idea of building a town from scratch. But that was a few months ago and their leader pledged a fair bit higher in the meantime. However, there's a splinter group called The Familia, who maintain this original goal.
Well if you group with a group without pledges it will be very hard at first. you cant just go and build a town in the kings land without his permission. Your best bet is get a group and explore a lot. if you find a suitable place far from the other kingdoms it may be possible. You will still need lots of crafters tough.
This would be a very tough and long project, but I think in a few years time it would be cool to look back on and appreciate what you've built.
First thing you should do is join or create a group, like you're doing now, and then find a noble sponsor who'll grant you the lands at a subsedised cost to build on. Then you'll just need to build up the wealth and various skills in architecture, masonry, resource gathering etc between you to begin building, and try to attract other players and NPCs to come and settle in your new buildings.
It's lovely a project that want to start indipendently, you can find a NPC kingdom and try to grow there, or if you like the rules of an already established kingdom you can go with them!
I've no big pledge already... just the game!