Snake oil. They do not have means of delivering what they advertise - they do not have proper military defenses. The moment the first atom of authority is pruned from one of the *armed* governments thanks to HavenCo, Sealand's "independence" will promptly follow that of Anguilla's and of other financial-haven-banana-republics. But they are probably not idiots. Therefore they will not fuck with governments, and your data will be, one way or another, less autonomous than if it was based on US mainland - because they will have more than one government to please. Just a good PR stunt, I wonder if N. Stephenson is getting some royalties.
