I'm not sure what you consider "too socialist", but your choices for more capitalism and less socialism are limited.   Anywhere you would want to live is going to have universal healthcare, so just how socialist does the US need to get?

Your choices are basically Japan and Germany.   Maybe South Korea, but you wouldn't be welcome there.   China actually has a pretty good free market right now, so maybe brush up on your Mandarin.

Now, if you're just thinking of retiring to a Carribbean island or something, I guess that's different.  I hear you could live like a king in Thailand....