In IT, Canada is pretty good, too, and scores higher than the US on some business indicators. There is probably more paperwork involved since there are no LLCs so you'd need a corp, but it's very manageable with an accountant's help. I also haven't heard of patent trolls or lawsuits being a problem, which is something that would scare me if I lived in the US.

Of course, if your business is in maple syrup or something else with heavy government intervention, then your experience will likely be quite different. :)