Here is a cute little problem from the Brazilian Math Olympiad.
Is there a finite set $S$ of $\ge 3$ points such that no three points of $S$ are collinear and given any $3$ points of $S$, the circumcenter of the triangle formed by those three points is also in $S$?
Scroll down for a solution.
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Playing around, it seems like it should be impossible, you keep having to add new points.
Trying to formalize this "have to keep adding new points" is difficult. Typically, the approach to show non-existence is to consider minimizing/maximizing something like area or perimeter. Area and perimeter don't work directly, but there is something that might work: the circum-radius!
Assume there is such an $S$. Now consider a triangle $\triangle ABC$ with $A,B,C \in S$.
Suppose $O$ is the circumcenter of $\triangle ABC$. This means $O \in S$.
Assume $\triangle ABC$ is not acute. Suppose $AB$ is the largest side.
Then (might be useful to draw a figure)
$\angle{OAC} = \angle{OCA}, \angle{OBC} = \angle{OCB}$ and their sum is atleast $\pi$. They also are all $< \frac{\pi}{2}$ (equal angles of an isosceles triangle).
Thus at least one of them, is $\ge \frac{\pi}{4}$, say $\angle{OAC}$.
Thus by the sine rule formula $a = 2R \sin A$, we get $OA = 2R' \sin (\angle{OAC}) \ge \sqrt{2} R' > R'$, where $R'$ is the circumradius of $\triangle OAC$.
Since $OA = R$, we get $R > R'$, contradicting minimality of $R$.
Are we done then? No!
We face a slight issue if $\triangle ABC$ was an equilateral triangle. In case $\triangle ABC$ is acute, we get that $\angle{OAC} = \angle{OCA}, \angle{OBC} = \angle{OCB}, \angle{OAB}= \angle{OBA}$ and their sum is exactly $\pi$. Thus at least one is $ \ge \frac{\pi}{6}$ (and $< \frac{\pi}{2})$
Thus we get $R \ge 2R' \sin\frac{\pi}{6} = R'$.
Thus we get $R \ge R'$. But equality occurs in case $\triangle ABC$ is equilateral. So just considering the circum-radius fails to give a contradiction!
But that is easy to correct. Instead of just the circumradius, we minimize the ordered pair $(R, \triangle)$, where $R$ is the circum-radius and $\triangle$ is the area.
So if there was such an $S$, we pick the triangle with smallest $(R, \triangle)$. If it is not equilateral, we see that there is another triangle with a smaller $R$, and if it is equilateral, we see that there is another triangle with the same $R$, but smaller $\triangle$.
(Or we just go one step further and consider $OAC$ which is not equilateral (but has the same $R$), and it will have a "sub-triangle" with a smaller circum-radius.)