I live in the US, and so the short answer is that the US is where I would feel most comfortable living, as an anarchist. Not that it is ideal, and not that I actually feel "comfortable," but I grew up here, I know the rules and to an extent how to game the system (though the system still games me harder).
More importantly, to me, I don't hold fantasies that there is some better place I could be. Frankly, I have a pretty good spot right now on the outskirts of a large city with a sizable anarchist scene, the place I live is relatively stable, so I don't expect to have to move, like, ever, and it is by a protected greenbelt, meaning development can't actually encroach much more than it currently has (as I type that I am imagining ugly modern duplexes going up in the three or four houses around me, the rich asshats who would move in, and what a nightmare that would be...) I'll still take this spot, which I have a somewhat lifelong connection to, over finding somewhere that might be somehow better by some metric that I don't actually understand.
Not to disparage folks who choose to withdraw, or move to find better conditions, I have often thought about escaping to the woods, and I know folks who have done that, and even some areas where there are small anarchist communities doing that (funny thing - most of these communities seem to be populated by egoists... so much for the red anarchist strawman about communal trumping individual...). I am not saying I won't do that at some point, but for now I prefer to do what I can with what I have where I am.