Some of my recent costs and/or estimates:
Six strand barbed wire fence, installed flat on soil (i.e. no rocks) $9880 a mile. If you share the fence with a neighbor, they will often share 50/50. Anything done with the fence should only be done with an agreement. I have dealt with idiots who didn't know that.
Electricity, $1700 a pole from existing line, with a pole every 300 feet or so. (Distance varies to avoid harmonics, but averages 300) Also add cost for transformer, I think that was $900. This was Xcel, I suspect a rural electric co-op would be more reasonable.
Barn, 30x40, insulated, concrete floor, 15 foot ceiling, one large door, one walk-in: $29,000
Well and septic will vary wildly depending on soil, area, depth to water, pumping capacity, windmill, solar pump, electric pump, etc. As said above, check with local drillers and installers.
Also some good suggestions on alternate water/sewer/power. In my case, I decided not to build the barn, as it would have cost $15,000 to run electricity just to the edge of my property, and I wanted to run power tools. But if all I needed was lighting, I could have easily done that with wind, solar, generator or a battery. Toilet, porta-potty or composting toilet. Water, rain collection or bring it in every time you visit.
I think others have good ideas as to the priorities, too. Make sure it's safe and secure, and you can add the rest as you go. Use a generator now, run electricity later. Do rain water collection now, add a well when you build a house or cabin.
One thing I think people need to do as well is assess the property from an environmental standpoint. You don't want to be stuck with the cleanup bill from a dump, old tires, chemical containers, batteries, etc....
