Canada and Europe's Nordic countries have a lot going for them, but if fresh water suddenly hits a critical shortage these places would suddenly receive far more global attention.
However they'd probably still be at the top of my list.
As far as Finland is concerned water is not a problem and there's always plenty of guns to keep the masses away. Food would be a problem though and WILL be. Without foreign support Finnish domestic agriculture and other food industry could hardly feed more than one or two million people. Nothing grows here except pain and sorrow.
The United States is actually pretty safe, assuming you don't live in a poor area. We have big oceans on either side, and a huge military to prevent anyone from invading us. Our crime rate is a little high, but you can avoid that just by not going to the wrong part of town.
The US would be one of my last choices. Of course I'm not an American but the statistics speak for themselves. Insane crime rates, murder rates, everyone has a gun, poverty, unsupportive system, abominable health care... You gotta have a lot of luck to live among the privileged. True about the military thing though - I don't see USA ever falling to foreign invasion.