The Organization for Economic Co-operation & Development (OECD) has released their annual report of taxes across countries. This year's data comes from 2006. Quick hits of average tax rates:
Mexico - 21%
US - 28%
Switzerland - 30%
Netherlands - 39%
Denmark - 49%
The brief is mostly European countries, ostensibly due to information availability.
I'm not looking forward to taxes next year, though supposedly I can apply to be tax-free in Holland the first three years I'm here.