Nozick argues against statelessness, in the sense of anarchy. However, individually-declared statelessness seems to be something else. If I recall Arendt's writing about it correctly, she reported that it was a bad situation, because stateless people could be deported or imprisoned on that account alone. In the nationalistic fervors between the two World Wars, people could find themselves literally between states, ejected from one and refused entry to another.
Gordon