I don't think any country gets very close. I do hear Denmark here and I suppose that's a good country to live in, but I would just say most of Europe in general is a very good place to live. The european parliament mostly does the right thing, the social insurance and health care is decent all over Europe, the pay is usually sufficient to live comfortably even for lower paid jobs, etc... From Spain to the baltics, from Norway to Cyprus, life is pretty comfortable but nowhere near perfect.

Countries or regions in Europe I personally would avoid to go live: Portugal, Greece, the southern Balkans, Belarus, Ukraine, Moldova and Romania. But almost all other countries in Europe are decent places and even within those countries there are usually good places, just like there are bad places in the "good" countries.