You know, just like those corrupt religious organizations?
Hack science fiction writer L. Ron Hubbard reportedly told a group "Writing for a penny a word is ridiculous; if a man really wanted to make a million dollars the best way would be to start his own religion."
Considering the tax advantages I'm surprised that more groups and businesses don't simply adopt some religious sounding terminology and declare themselves a religion. About the only drawback is that tax exempt organizations are prohibited by law from getting involved in politics but with the rise of the religious right that law is largely ignored now.
YOU personally would still have to pay taxes. But if you registered your group as a charitable institution, then the group would have certain tax benefits. But you would have to have a GROUP (not just you), elect officers, do something charitable, have by-laws, etc.
So if you are just trying to avoid taxes, don't bother. If you actually want to start an Atheist group, contact me.