It depends on too many factors. The easiest is probably Canada or Mexico. But "best" depends on you. Why do you want to leave the US? What kinds of life do you want? What do you want to avoid?

For example, if you're an avid Frankophile then it's silly for me to suggest Japan. If you hate the big city, then Singapore is right out. If the thought of learning a new language and culture puts shivers up your spine, then you're looking more at the English speaking countries, and even a place like South Africa with a mix of many cultures and languages might be too much for you.

If it's the existence of guns that are your concern, go to Mexico. Handguns are effectively banned there, so it must be really safe there.