It's an increasingly reasonable idea, which explains its increasing visibility. Just consider the possibility of a Clinton victory in November and its effect on the Supreme Court, which would mean the death of the Constitution as an instrument limiting Federal authority. Would you want out of a union governed by an unlimited Federal government?
Well, maybe not: resistance is still possible through impeachment, which can reach Supreme Court Justices as well as Presidents. Likewise, resistance is possible through state-driven Constitutional conventions.
All that said, escape would look like an increasingly attractive option for anyone who could manage it.