AS A BOY, I’d see these ads in the back of magazines saying you could buy a government surplus jeep for a tiny fraction of its original price. That fascinated me. Well, in 2010, I noticed a decommissioned Coast Guard light station 32 miles off the coast of North Carolina being auctioned off. I put in a bid and won the facility, called Frying Pan Tower, for $85,000. My wife and I keep a home onshore, but I come out to the lighthouse often, either by boat or by helicopter. People say, “You know this isn’t normal, right?” I say, “It is just my particular version of normal.”