A military fort, out in the ocean, with a moat! Fort Jefferson is a part of Dry Tortugas National Park in the waters off of Key West, Florida. Construction on the "fort in the middle of nowhere" was started in 1846. It was originally meant for the defense of the US, but during the 30 years of construction, some design features became obsolete for that purpose.
During and after the Civil War the fort began to be used as a prison for deserters and other criminals. In 1874 the army completely abandoned the fort after several hurricanes and a yellow fever epidemic, and it wasn't until 1898 that the military returned in the form of the navy, which used the facilities during the Spanish-American War. The fort was also used from 1888 through 1900 as a quarantine station, and was garrisoned again briefly during World War I.
Link -via TYWKIWDBI
(Image credit: National Park Service)
Going north might be a good idea, but you need to think about being able to sustain yourself, and in a choice between tropics and arctic, I'd choose tropic.
Just sayin....