Depends entirely on the car. On some vehicles the modem is incorporated into an electronics module that other parts of the vehicle rely on. Sabataging it may cause other things not to work or cause other problems. On some vehicles it's fairly simple to do. Additionally accessing it may be a problem. not everyone is going to remove their dash or center console and on top of that doing so could potentially void your warranty for certain costly repairs.
it's better to just buy older vehicles that can't phone home anymore.
You could also build a kit car I guess, if you're so inclined (I know most people aren't), or buy a fleet vehicle. On a lot of fleet vehicles the modems aren't hooked up depending on the contract.
I do wonder if it's possible to order a vehicle without the modem. But then you wouldn't be able to just walk into a show room and drive away with a new car.