What about Switzerland? I've heard that the government is laid back and doesn't pry into people's lives. And I think the country is a known tax haven. The only thing bad I've heard about the country is the racism that goes on and that it's tough to become a citizen there.
It's almost impossible to become a citizen and it's extremely expensive there.
Depending on where you are you will also need to be able to, expected to be able to speak German, French, and Italian. Most people I've met from there speak English. They have a really high standard of life(education/wealth) whether it comes from their families or what not I'm not sure, but that's what I'm assuming passed down generation to generation. You won't have that privilege.
As far as racism I don't know personally with Switzerland but I highly doubt it. People in the West are very tolerant as long as you are an upstanding person and racism is highly frowned upon in Western Europe.
Most of Europe has really high unemployment especially if you are young and don't have experience and language skills.
You could open your own business but that's a whole other can of worms.