As much as I hate the United States, and pretty much everything it stands for today, I'm mostly happy I was born here. Despite the crappy health care system, and police state mentality, the US is a very big country with a lot of good opportunities.
Canada would been a nice place to be born, but I don't think I could deal with the cold climate. My ultimate dream would be that Canada would invade and take over most of the US, except for the southeast states. That would make me happy.
I notice a lot of people here mention Japan. 20 years ago I would have agreed. Until that time my dream was to live in Japan. But after I had a chance to visit Tokyo, it changed my mind. On the plus side, Japan is a really fun and exciting place. The people are peaceful, and they mind their own business for the most part. On the down side, the people are not as friendly as they might seem. They are way to pushy, they work too hard, and they are just too intensive. Most of the Japanese friends I had at the time, all wanted to immigrate to the US, for better opportunities, more freedom, and a more laid back life style. If I had been born in Japan, I would have probably wanted the same thing. Though now that I think about it. Japan might have been a nice place to be born and raised, and then to move to someplace else.
The Netherlands or Denmark or maybe some other places in Europe could have been nice places to be born. But I've never visited there, so I don't really know. Mexico, or some places in South America could be nice places to have been born too. Lots of laid back friendly people, but the opportunities would sure suck. Unless you were born rich.