If you are good and bring in capital, I think probably every country will give you a working permit. Just remember that as US citizen you will always to have to pay taxes in the US even if you work outside the US. (in addition to the taxes you pay in the country you are working in) :)
U.S. citizens don't necessarily have to pay U.S. income taxes on income they earn abroad, depending on length of residency abroad and level/type of income:
Short version: if you move abroad, you pay taxes only on income over $87,600, at least for 2008.
You can also exclude some housing allowance, but the amount is not as standard or clear (see About.com).
BTW - I'm an American living abroad; I agree that you should seek to solve the problems you have / perceive, and not expect anything close to perfect anywhere. I miss a good number of things about the U.S., and many things... not so much. YMMV...
A lot of countries have tax treaties with the US. So you can deduct the taxes you pay in that country from your US tax. You don't get double taxed. Of course, if you go to a place with very little taxes, you don't get to enjoy that.
