My first options would be English-speaking countries, in order of geographical distance from my current location. So Canada would be first choice, followed by Great Britain and Australia (I’m sure there are other mostly English-speaking countries that are closer than Australia, but there’s something appealing about the idea of living there).
Of course, a big consideration is the reason I am being kicked out of my current country. If I was being kicked out because of my religion, there’s a good chance that the sentiment would be strong in most Western countries, limiting my choices. I suppose Israel is the ultimate refuge for Jewish people.