Settle in for a long list.
I've been to:
United States (duh)
Canada
Mexico
Venezuela
Brazil
Argentina
United Kingdom (specifically, England and Scotland)
France
Germany
Austria
Spain
Portugal
Italy
Switzerland
Hong Kong *
China
Thailand
Singapore
Malaysia
and probably a few more countries that I'm forgetting...
* I've visited Hong Kong twice, once when it was still part of the UK, and again, a couple of years ago, after it had reverted to China. I have visited China outside of HK as well (Guangzhou).
If I had to leave the US, I'd choose either Canada, the UK, or Singapore.