Finland is good as has been said, but it's a game of give and take. Most of the below is similar in Sweden - they have possibility to CCW and they draft less. The Norwegians draft even less, fill me in on the CCW? Both tend to place yet a bit higher in the standard-of-living stats.
But Finland: no RKBA, must demonstrate need. Firearms registration obviously covers everything that shoots gunpowder-propelled projectiles (+ OC and other tear gas devices). No CCW.
Gun permit 27€ - if you apply for several at a time, you get a couple € discount for subsequent permits. No magazine restrictions, no suppressor or bayonet restrictions, no restrictions based on appearance. Full auto possible with registration as collector - must jump through hoops, but it's possible. During your obligatory conscript military year you'll get trigger time with fine milled-receiver Sako/Valmet M62's and whatnot. The Finnish language is entirely unintelligible to all but Estonians. Swedish/Norwegian/Danish is possible for Westerners to learn and one can cope either in English or Swedish in Finland.
The ancient Scandinavian law of Everyman's Right guarantees access to land and water, public and private, if you behave. Hunting (small game) and fishing permits cheap and available. Big game (elk, deer) - you need admission to the local hunter society, impossible to get in outside direct bloodline to current members.
Taxation is high, in return health insurance from cradle to grave, public pension when 65, excellent and entirely free education as much as you can consume, very good unemployment safety net. Standard of living is very high, constantly in World Top Ten. Democracy works from local to state level, corruption is zero. Police very well trained and democratically controlled. Violent crime is predictable and mostly happens within isolated subcultures. No need to CCW.
This is Freedom as we see it - obviously YMMV
.