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I think hong kong is the best. I'm studying here right now and this place has so much to offer. No capital gains tax, very modern city with great infrastructure, best inner city transit system in the world, more friendly people than other big cities (IMO), girls are crazy about white guys...

You should read "beat the market" by Edward Thorpe for some ideas that expand on this as well if your interested. I know the name sounds really cheesy but its a good read.