It appears most people in this thread have not lived outside the USA and/or do not have a million dollars.
I have the money and I have lived outside the USA. There are very, very few places in the world that are even worth considering. Believe me... I have tried.
Try this and let me know your results...
First go here and make a list of "Free Nations":
http://www.thefreedomball.org/freedom-map.html
Now:
1. Remove all the 3rd world nations from the list.
2. Remove all nations with a tax rate higher than 40%
3. Remove all places that it snows (or rains) for more than 6 months of the year. (Snow people need not post their rant... Quality of life and mental state are killed by shit weather - FACT). Bitter/Arctic cold months can be included in the 6 months.
4. Remove all nations that have had their current form of government in place for less than 20 years.