Canada is a bit too close to the United States for my taste, both geographically and politically. Any nuclear war involving the United States will also involve Canada. In short, they'll be subject to incineration without representation.
If I were to move anywhere, (which I'm not) I would move to Australia. It's farther away, and not part of NATO or NORAD. The Australians also have the spine to stand up to American ridiculousness.