I don't mean nations, but the smaller subdivisions known in the United States by the somewhat confusing 'state'. I've lived in a number of them, and can't say I have many super strong preferences yet. They're places, the people you meet and care about are the important thing.
Of course, from a legal perspective, "the real state is the friends we made along the way" doesn't quite hold up to review. The police and courts are very much of the opinion that the states are primarily legally defined entities who have power to tax and regulate all persons (natural and corporate) within their reach. You can choose where you live, sort of, but choice of jurisdiction for incorporation is extremely open to competition. There's no legal reason to incorporate in California I've ever been aware of. If you like having less money due to the taxes, which pay for benefits you will not see, then, ya know, sure. Everyone has a charity case they've fallen for, and the California state government is surely no less pathetic than the most desperate among us. They don't need your help – plenty of communities use sales tax alone, and supplementing with income tax on natural people provides more than enough revenue. But they sure could use it. Probably for some absurd boondoggle.
But if I live in California (as I once did), do I have a responsibility to incorporate there? Some social obligation to let my neighbors, as ill-informed as they are, write new rules for how I do business, when I could choose a jurisdiction more fair and mature? Do I owe taxes simply because (unlike mega-corporations) I'm gullible enough to read the option the local legislature presents and think, beyond all sanity, that it's best? Or should I not even have that choice? I've heard many, many people criticize major corporations for not paying massive tax bills to the state they started in. Particularly tech companies, who gain nothing from California's laws, and have elected to incorporate, largely, in another jurisdiction (frequently Delaware).
This is maybe too silly to defend directly without also defending the idea people shouldn't shop for legal jurisdictions. But I'm not sure there is an alternative to that. Do we want to cut the American market off from all foreigners, or place native-born Americans at a disadvantage to them? Then we should have the legal option to look around. A state hosting a corporation takes virtually no resources – measured in pennies in the median case, I would imagine, but obviously with costs to the court a large skew. So why not ask governments to be useful in exchange for the money they ask for? Is the promise to put a form in a drawer so exhausting and sacred that we should bear any cost demanded of us?
Or is it more that, as members of a community, our social obligation is reflected in an obligation to government? I am extremely skeptical of this line of reasoning. Any time I get the feeling someone wants me to be the servant, instead of the actual public servants, I start to suspect their view of power in American society lacks the critical eye.
Either way, if it won't go away, we might as well acknowledge, we should all try for the best deals we can get. And that means, for now, mostly incorporating in Delaware, Texas, Wyoming, or a couple other places.