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Do your research. Countries that allow you to just "walk in" and move without being vetted tend to become dangerous shitholes full of very bad criminals. You'll want to move into a country that takes their national sovereignty and security seriously, yet a country that does not completely shit on it's own people either.
I would have recommended America, it is far better than modern Europe (for now), but with all the radical rabid communists that have been groomed and flourish from major cities and universities and NGOs I'm not so sure how long America will remain safe, prosperous or even relevant. America is a powder keg right now, and honestly life is only as good depending where in America you currently live. Less populated areas tend to be safer and more free, but it also depends State to State too. I moved into a rural area and have never regretted it, much lower taxes, more elbow room and privacy, you feel more relaxed and free, less zoning codes and regulations etc. HOWEVER that all varies where you choose to live and settle down, and not all towns are thriving, some look pretty depressed but can be better than living in certain cities that have tend to have much higher violent crime rates and much higher taxes/bureaucracy.