You need to define what type of libertarian you are, first. If you're a businessman who's focused on laissez-faire capitalism, and could care less about culture and social values, go with Hong Kong (or Monte Carlo if you're extremely rich). If you're a paleolibertarian Christian, you'd probably still be best off in one of the southern states of the U.S., such as Alabama. If you dislike the warfare state more than anything else, you might consider Costa Rica, where there's no military and the libertarians are doing exceedingly well in the polls. If you have a very balanced view, consider Estonia or Switzerland. If you're a social libertarian first and foremost, consider Holland.
The U.S. remains the #1 battleground between individualism and collectivism, though... there's more people who understand and support libertarian ideas there, than anywhere else in the world. Move out of the U.S., and you might end up missing the libertarian communities, and the spirit of resistance, very much.