If you're serious about leaving, you have to war game it out in your head for what your personal future looks like in the US versus somewhere else; depends on what you do for money, what your net worth is, what kind of freedoms are important to you, whether or not you have a family to worry about and so on. What's the worst thing that could happen in country X,Y,Z; what is the median outcome, etc. It's a simple calculation for me and lots of places work.

Switzerland is hard to beat as far as long term stability goes, but one of the reasons it is hard to beat is they don't just let anybody in.