kailangel

I have a US work visa, when I first came here I came with an E visa (Executive or something), because I worked for a finnish start-up that was launching their US operations here. I later heard that it's a good visa class (not sure why) and quite difficult to get.

I'm from Finland btw, your home country does affect your chances with some of the visa types.

Do it in Finland. Tons of highly skilled workforce, lots of other startups, etc. I don't think the bureaucracy bit is too much of a challenge, especially when compared to US immigrations.