Canada! Though in fairness Canada wouldn't be as nice if the USA wasn't at least okay.
Every nation has its issues.
Most of Canada's land area is too cold to be inhabited or farmed (climate change will change that long term). Canada also doesn't take the approach to free speech that the USA does which is bothersome.
By the numbers (happiness of the populace, educational attainment etc.) probably, Finland, Norway or Denmark.
However almost all European countries are lacking something in the USA that I really enjoy. That is very large tracts of public land and parks and the opportunity to own relatively large plots of land for low cost. Europe is just too crowded.
The USA could be the greatest nation if we actually decided to fix our problems.
1. A truly broken political system where corporate interests and the rich ultimately determine much of policy.
2. An unwillingness to reform the political system to give the people more of a voice. For example, multi-member congressional districts with representation awarded proportionately. Elections that are EASIER to participate in, not more difficult.
3. Healthcare spending and the uninsured. No other industrialized country is spending at the level we are and getting as poor of results.
4.Unwillingness to invest in education and infrastructure.
5. Unwillingness to tackle or even talk about intractable problems such as endemic inner city poverty.
6. Engage the populace in improving the nation. Unfortunately the populace seems to be too busy watching the latest reality show to be bothered to know what's going on in their nation, much less the world.