I really can't see many benefits with being a stateless person. Many of them, primarily Palestinian refugees or similar, rot up in asylum centers for decades. As per some website I was referred to from here, the best is to have a passport from a small, minimal government nation, who is associated with a former colonial power in Europe. Examples of this is some Caribean or Central American mini-nations which passport is just as good as say a Dutch, but with no of the obligations from being a dutch citizen.