I do realize that you have to work more to be able to make a living, but keep in mind that:
- By working in any state, you are also subject to their rules/laws/customs. That means you have to pay taxes, and you don't pay them for nothing, but you get something in return.
- If you disagree with the tax system in your country of choice, feel free to move somewhere else. But don't be a jerk and take the advantages (health care, free education up to a certain degree, ... the list goes on) without the disadvantages (giving a (admittedly quite considerable) part of your income to the state in the form of taxes).
So, I rest my case. If you need a secret account, something with your attitude towards finances is wrong. Period.
And on a more anecdotal level, let me say that I am by all means not someone who encourages a very restrictive government in terms of economy. E.g. I'm going to university in Sweden (though not from Sweden), but I'll never work here, simply because, while living here is great, taxes get ridiculously high when you earn more than the average. But tell you what, I'm not going to open a secret bank account, cheat the government and deceive the Swedish people.