I don't expect you'll have much trouble sailing to Cuba...all you have to do is get your sails up and point your boat in the right direction. However, once you get there, you may find you're not as welcome as you'd expect.
The real problems will begin upon your return to the US.
Now, if you're going to try to live in Cuba... The best way seems to be becoming a member of the Taliban, Al Qaeda, or be an Iraqi insurgent. I understand the southern tip of Cuba has nice weather most of the year.
OR... You could pick a place to sail to that doesn't have all the legal ramifications and political controversy...
Skipper, J/36 "Zero Tolerance"