i personally think that such a society is clearly utopic, but i cannot support this affirmation given the fact that my english is very poor, so i rather not
anyway, a more realistic aproach on this matter would be, that of creating some kind of lodge, consisting solely of elites. As you know the world is full of different kinds of organizations, lodges etc., so a nihilistic lodge/society would be rather natural, especialy given the times of this era.
This 'society' could buy some terrains in different parts of the planet and build Temples, where all should meet from time to time to discuss the most important empiric/spiritual problems. Of course this org. will develop it's own philosophy and ways of aproaching life.
So, this would imply that the individuals forming this society would still live in society, but some will problably chouse to stay at the temple.
There is a big difference between a nihilistic view and a sceptic one, and once and for all Nietzsche was a nihilist only if you raport him with the society, but in philosophy he was not nihilistic but a sceptic, just read 'the gay science'.. so was cioran and schopenhauer.
..no dogmas, no rules... just ONE: when staying at the temple the factors coming from the outside world will never be discussed or even thinked, because if you raport your self to the issues of this mediocre outside society you become the sum of it (read Freud and Jung my friends), you become a misanthrope, but since this sistem is so mediocre why should we waste our time.
ps: i'm afraid that some people/individuals in this forums really have no idea whatsoever what implyes nihilsm or or such a 'clair-obscur' philosophy in general...it's a shame