I probably wouldn't change anything. I like myself as is. It's probably more of a philosophy thing than anything. I personally believe who I am is collectively relative to everything that's happened to me thus far. All the experiences good or bad make up the current me. To change anything could result in a potentially completely different me. And even if it didn't change me, it would certainly change future situations. It's just too risky. I wouldn't want to throw away the good things I have now just because of the bad things in the past. Sure there are things that could be better right now, but those are completely out of my control. I've done my best to be my best right now.
Now, I wouldn't exactly say I'd rather live somewhere else right now. I would certainly enjoy moving in the future though. A few possible places I'd like to stay would probably be Germany, Japan, or Switzerland. (though Switzerland is not really plausible considering how expensive it is to live there).