Of all the places you'd think of (this list doesn't include other solid options like New Zealand, Australia, Switzerland, Iceland, Canada, Singapore, and Hong Kong) you still discover that ALL of them have significant cons that outweigh their pros and ultimately you'd be better off staying here in the US and migrating towards a less populated or more freedom loving section of the country. There's a ton of great states out there and almost all of them beat whatever you'll find outside of the borders. New Hampshire, Wisconsin, Minnesota, Iowa, basically anything north/northwest of Utah, Texas, and secluded parts of the south all provide the type of escape everyone is looking for. The question is really about you and what your own tastes and motives are. I'm leaning towards New Hampshire (anywhere is better than Chicago) but I still haven't totally made up my mind. All I know is once I make my move I want to start preparing right away and it really becomes, imo, a matter of where the best place in the country is to do that.