What are the best countries to make design related business?

David, if you tell us more about the type of design you are doing we can give you more targeted advice.
Scandinavia is a good area for design however relatively isolated and quite populated with designers already.
You will need a good business focus to make it there and you will have to be able to speak to the locals with your work.
Good thing is that most people speak English but they will in the end expect from you also to learn the local language.

Most opportunities right now are in Asia - China for big collaborative projects, and Qatar / UAE if you want freedom, name and fame. If you have a studio you can attract clients like flies, you will be in the national newspaper within a month and on TV the next month once they get to know you.