UK is a good stepping stone as long as you don't mind rain and cunts occasionally having a go because they assume you're George W incarnate. UK does weird, irony, no bullshit and outsider a lot better than the US imo. If you like smiles and small talk and laugh tracks and free refills probably best stay in the US, or at least stay in the south UK. Bristol and Brighton are good if you've got a low tolerance for grim. London is basically NY spread out and on steroids, less friendly but more going on. The North in the UK is essentially the north of game of thrones except more alcoholism and less presence of anything interesting bar a few sub-cultures clinging to the underbelly of abandoned industrial heartlands. Excepting Edinburgh of course which is ace especially during the fringe fest. Scotlands got good nature but its miles from anywhere.
Germany is vastly under rated. Berlin is probably the best city in europe unless you're willing to trade livability for sheer quantity of stuff happening in which case London's better. Berlin is plenty interesting though, far more reasonable living costs and doesn't have the rats crammed into a concrete maze feel that London has. Berliners are a lot friendlier as well. Hollands pretty good, bit bland but ace if you like cycling and waffles and sex workers, just avoid peak season tourist time in amsterdam, usually full of drunk brits on stag parties.
Wouldn't bother with France unless you want to spend years integrating til you're accepted by the locals. Portugal is a lot better than spain (Lisbons my 2nd favorite to berlin), tho if you do spain do Barcelona or Cadiz not Madrid. Most of the tourist spots in Italy aren't that great unless you prefer looking at old buildings over doing stuff. Also Italian food is nothing like American-italian food so don't get too hyped up about it.
Not spent much time elsewhere, but you can get a rail ticket called Inter-Rail which gives you unlimited rail travel through most of europe for about 300 euro a month, give you plenty of time to find somewhere you like. Just make sure you at least try to use the local language and you'll get treated better, tho most people will instantly switch over to english once they hear your accent except out in the stix where they'll look at you funny and you'll have to resort to hand signals. Once you get further east than Poland you actually need to start thinking about personal safety tho its still fairly safe as long as you keep your wits about you.
Free speech
I'd say most of europe is as good or better. A lot less obscenity laws, can say cunt and see tits on regular TV and everything. Lack of public access tv is a bit of a shiter but I guess the internet is making that irrelevant.
Less gun control (I scare some right wingers, being a leftist who is all for self-defense in specific situations haha)
I used to be big into this during my libertarian phase til I realized that the likelihood of needing a gun and using it successfully in self defense is actually far lower than the likelihood of accidentally/on purpose shooting yourself or a friend or family member. If you're bone on self protecetion moving somewhere you're a lot less likely to get killed matters a whole lot more than having a weapon some place dangerous. Or buy side airbags.
Switzerland has legal assault rifles but you'll struggle to get your hands on any guns anywhere in europe unless you've lived there for a few years.