I shouldn't have mentioned the politics stuff in my post. That confused the issue for some. The top reason for me asking is that I'm just ready for a change. I know every place has its downside, but without ever living anywhere else - how can I know for certain what is important to me?
Challenges can also be found by giving yourself some handicaps.I knew a guy who was a moderately successful programmer, who sold all his belongings and hitchhiked across the USA.
If you want some sort of adventure that will test your sense of yourself, try someplace very different. India, Africa, China. Best handled with a buddy traveler, but they are not so hard to find.
Extreme short term, you can try Burning Man, that's on in a month and it will definitely stretch your imagination.
Americas: Canada (English speaking, diversified society, encouraging entrepreneurship etc.)
Asia: Singapore, India, Indonesia, Philippines (all countries are english speaking for business)
Europe: any eastern Europe that has good weather and encouraging environment for start-ups.
Far East: Australia/ NewZealand (they have immigration policy, and fantastic weather)
Middle East: Abu-dhabi and Dubai (most happening place, no tax, you just need to find good geeks or import it from India).
Good Luck.
P.S: Find out everything about Australia and Canada - they both have immigration policy and temporary work visa policy ...
If you are from the US, you can never escape paying income tax unless you plan on never returning. You can't legally renounce your citizenship.