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We're leaving for Canada, we're leaving for Denmark.
Really? Well you'd better crank up the lawyers right now because those liberal paradises aren't very easy to gain citizenship from unless you're a refugee from some hell hole in the sands. And they are fantastically expensive and unreasonable for noncitzens to live and work there. It's pretty damned hard to simply go the Canada and assert your right to work and live there. It's incredibly expensive for noncitizens to live in Norway, pay all their taxes and accrue zero of their social welfare benefits.
Seriously if you plan on expatriating, try Portugal, Brazil, Uruguay. And consider that the moment you file to gain citizenship to another country or leave your US citizenship the IRS will attempt to sue you in tax court.