1. Slovenia
2. Germany
3. Isle of Man
4. Belgium
5. Switzerland (1.2% tax)
6.
7.
8.
9.
Any others yet?
As a side note, we joke about citizenship, but I see no reason why it wouldn't make sense to do two things immediately: Work on citizenship (dual?) and set up a bank account there. If you are going to cash out large quantities, you'll want a bank account that has some longevity and activity, so as to avoid questions from the bank. No reason why you wouldn't set that up now and begin accruing longevity.
As for citizenship, do you have to renounce your US (or other) citizenship to get citizenship in one of these other countries? I mentioned "dual citizenship" because I've heard of such a thing. Know nothing about it though...
-Burger
You don't have to renounce it but in the case of my friends they both had to turn in their original birth certificates to the nation of which they were requesting citizienship from. I don't know if that applies to all other nations though.