New Zealand, the last Western bastion without a socialist government. (Well... in name anyway) We just had elections and kicked out the socialists while even the USA has embraced socialism/communism/totalitarianism under Obama. Damn, even the Aussies got damn socialist government.
Unfortunately we do have a democracy (Force by numbers) which unfortunately doesn't equate to freedom which is what you desire. The best country for you currently would be New Zealand but if the USA once day remembers what it's true foundations are and starts adhering to her constitution then the USA has got to be the best place for any freedom loving person.
You throw around socialism rather quickly. Labour, the party that has been in power over the past 9 years until the recent election could only barely be considered socialist. National party managed to win mostly from a "it's now our turn" campaign and if they try to undo many of Labour's policies they'll be out next election.
I've never heard anyone refer to democracy as an unfortunate circumstance and I doubt the original poster has any desire to live in a non-Democratic nation as those have a tendency to have the least amount of privacy or freedoms.
Most New Zealanders value their current "socialist" health care system, zero fault insurance, and employee protections. Most New Zealanders are incredibly supportive of Obama's election and hated Bush. The way you throw around "socialism/communism/totalitarianism" I'm surprised you didn't equate us to Stalinist Russia.
One of the down sides of New Zealand's current parliament structure is that whatever party collation manages to gain power they can essentially pass every single piece of legislation they want as parliament members are selected by party leaders based on loyalty rather than individual states based on local representation.