The best thing would be to create a zillion voluntary micronations, and watch them compete for your business.

Of the existing nations, places like Singapore or Switzerland would be the lesser evil. It's important to consider both the "vertical size of government" (how much it taxes and bullies you) as well as the "horizontal size" (how voluntary it is). In the latter regard, Swiss cantons and Singapore are a vast improvement over our current empire, "from sea to shining sea". When it comes to nations, the smaller the better.