Except for the cold, a better choice would be Switzerland. Far from perfect on gun rights but a great deal better than NZ or Australia. Ranked #7 on the corruption list. Plus they don't cave to the Muzzies (yet).
VERY high taxes in Switzerland. There is in addition to all the other taxes, a 10% church tax on income also. Was just there recently and also in France. Several of the people I talked to worked in Switzerland but lived in France because France had lower taxes (hard to believe but that’s what they said)