Come over to us to Cyprus. There's no better country to live in at least as long as your passport permits you visa-free EU access, so Europeans, Canadians, etc. are fine, but Indians etc. will be fucked - getting Schengen visas here is a pain and we are an oddball of an EU country because we are the only one of them left that's still not in Schengen. In that case i recommend Portugal which is slightly worse in many things like slightly higher taxes, slightly colder climate, etc., but is in Schengen. If you have cash, a good workaround is to also get a permanent residence in Greece that will set you free of visa issues for life.
If you are an American, nothing saves you from American taxes anyway, which are, even if you don't live in any state (because abroad) so only pay federal taxes, still higher than in any of low-tax EU states, so you are more free in your choice of location, because you will be able to count your American taxes paid against your EU tax obligation, likely nullifying it. I probably recommend Portugal in this case, closer to America in time zones, and local population that's well-used to American expats and doesn't hate them.