Well atleast according to UN, their little organisation UNDP publish each year a report where they rank all the countries in the world based on income, education, life expectansy and more...
The top 5 for 2002 is:
1. Norway
2. Sweden
3. Canada
4. Belgium
5. Australia
If you wanna read the whole report you can download it here:
http://www.undp.org/currentHDR_E/