Well, it depends on your political preference. Strong social liberty or strong economic liberty or something in between? It depends on what's important to you.

Economic Freedom: http://www.heritage.org/index/

Democracy Index: https://portoncv.gov.cv/dhub/porton.por_global.open_file?p_d...

Human Development Index: http://hdr.undp.org/hdr4press/press/outreach/figures/HDI_Tre...

Gun Freedom: http://www.freeexistence.org/gunindex.html

Press Freedom: http://en.rsf.org/press-freedom-index-2013,1054.html

Drug Freedom: http://www.freeexistence.org/drugindex.html

Various other stats: http://www.eiu.com/default.aspx

Just notice the trends - which countries are you seeing at the tops of most of the lists?

It's curious that you mention libertarianism in your first comment, but the leaders in most of those lists are the social democracies.

Just providing options. Personally, I'm skewed towards economic freedom.

Sure, though there are plenty of small government countries out there that aren't hell-holes (eg Vanuatu). It's just that social democracy is really quite philosophically different to libertarianism - the underlying ethos being 'everyone gets support' instead of 'every man for himself'.