I'd go from my current location in Denmark to either Sweden, norway or germany.
Norway is north of the wall and i'm not too fond of snow or white walkers..
Sweeden is by far closest, beeing just around a 30 minnute drive from copenhagen, where nearly everyone i know lives. So even if i couldn't leave, people i know could visit me.
Yet germany has a much larger film and games industry, which would mean more job oppertunities, when i graduate as a 3d CG artist this summer...
Guess i'll go for germany
Possibly a lot more possible options, is i'm allowed to count the pharoe islands, bornholm (small island on the other side of sweeden) and greenlands borders as well, i could move to, britain, usa, canada, finland, some of the baltic countries (can't be bothered to meassure which are closest, and possibly Russia. But i'll keep it simple and exclude those places.
Hints to canadians, you border greenland, which is part of denmark, come chill with us, we are after all as south park puts it, the canadians of europe.