Well, hang on. The USA is probably the most hospitable environment for business in the known universe. Not only is it harder to start businesses in most other countries, but expats face additional restrictions on business activity in most places. So if you want to start a business, stay in the USA. If you still want a change, the USA is a very diverse country, you can find all sorts of cultures just by moving a couple of states in any direction.
Challenges can also be found by giving yourself some handicaps.I knew a guy who was a moderately successful programmer, who sold all his belongings and hitchhiked across the USA.
If you want some sort of adventure that will test your sense of yourself, try someplace very different. India, Africa, China. Best handled with a buddy traveler, but they are not so hard to find.
Extreme short term, you can try Burning Man, that's on in a month and it will definitely stretch your imagination.