To any country which stills values freedom, liberty and responsibility. Continental Europe, Russia and China are obviously all out, since even the USA also seems to be moving towards identity cards and "Big Brother" statism I suppose moving there would be a mistake too. I may be looking for such a country for some time to come.
I hear New Zealand is nice, though.
In Colorado you now must get fingerprinted to get a driver's license. I'm sure most states are doing this.