China's corrupt, authoritarian government is a big turnoff for me. It's not the only issue I have with the country, but a big one nonetheless. I'm not sure how a politically active person with my set of beliefs is supposed to fit in there.
There's always Taiwan
Hong Kong is great, too! (but weird, politically)
And for the really elite among us there's always Macau.
(Which brings up the interesting observation that nobody has mentioned "tax evasion" and the like as reasons yet.)
The US is one of the few countries that exercises the immoral practice of worldwide taxation on its subjects (i.e. US persons as defined by the IRS), so this is largely impossible to do legally. It is also illegal to renounce US citizenship for tax purposes, and renunciation of citizenship typically results in a quasi-lifetime ban from the US.