Much as I have a love affair with New Zealand and would love to live there again for some period of years (I did live there for one year in high school), I'm not so sure I'd put it on the list the OP was after. They've cut back quite a bit on their socialist policies, but I would not even begin to describe it as a haven for entrepeneurs, or capitalists in general. Income tax is relatively high, though it is apparently a very simple system. If you are employed by someone else (and only have one job), as long as they do the withholding correctly, you don't even have to file your taxes if you don't want to. They also have a fairly high (12.5%) GST (goods and services tax).
Add that to the fairly restrictive gun laws and I wouldn't emigrate there. That said, NZ has lax gun laws compared to Oz. In Oz handguns are totally verboten, and rifles and shotguns are very tightly controlled. In NZ, it's not easy, but you can legally own a handgun, and it's not nearly as hard to own rifles and shotguns. AR's or other MSSAs (Military Style Semi-Automatics) are essentially banned. But, if you have a gun, suppressors are an over-the-counter item.
Met a Czech lady the other day. I wish I'd taken the time to find out more from about life there. They certainly have a reputation here of being one of the more free countries in eastern Europe.