Impossible for individuals to answer - nobody starts and runs businesses first hand in a large number of countries, so how could they compare? Various organizations regularly try to come up with rankings; try Googling "best country to start a business" and similar.
You will have to adjust anything you find for your personal likes and needs. For instance, Forbes opines that Sweden is the #1 country for business, followed by New Zealand at #2 [1], while doingbusiness.org ranks Sweden 9th, with New Zealand taking first place [2]. If you love taxes and long dark winters as much as I do, you may want to weigh the second opinion more.
[1] https://www.forbes.com/best-countries-for-business/list/
[2] http://www.doingbusiness.org/rankings
