This is something you hear a lot around election time. "If [so and so] wins, I'm moving to Canada." No one ever makes good on that threat. It's about as much of a threat as saying, "if this play lasts any longer I'm going to kill myself." It's a harmless retort. Plus, what are you going to do when you move to Canada? The United States is still a world power. Anything the United States does WILL affect you.
I think the best place to go if you did want to avoid American politics would be Australia. No one is worried about Australia, and it's far enough away from nuclear fall out. Since most of the people live on the coast, there could be no central attack on the people. It's the perfect place to be.