As we know, Tor hides users amongst the other users on the network, so the more populous and diverse the user base for Tor is, the more everybody's anonymity will be protected. So, in which part of the world is the Tor network most dense? Where is my identity least likely to be detected?
If anonymity in a country had a single parameter, the average number of Tor users, then it would be sufficient to take a look at the top-10 countries with directly connected users as shown in here : https://metrics.torproject.org/users.html
But one should take in consideration the surveillance capabilities and resources of each country. For example although United States appears to be first in the list of directly connected users, it is widely known that domestic surveillance in US is increased and sometimes sophisticated.
Remember that by design onion routing, the protocol Tor implements, cannot protect against a powerful adversary and one could say that some of US or other countries' surveillance services can easily graded as powerful.
In addition the parameters that lead to Tor user density in a specific area may vary with time.
As an addition to alaf's answer...
It also depends what you are doing. Depends, whether you are just reading things, posting things and add Stylometry attacks to the mix or are a hidden service.
In very small countries, where there are less than 100 Tor users at a time, which have their own local language, I believe you have little anonymity.
Also depends who your adversary is. Since the most Tor users come from United States, I'd suppose you have good anonymity when it comes to commercial (not state-sponsored!) advertising and tracking companies.
It depends on several factors.
The first and most structural factor is the number of people in the country you are in who also use Tor. For example, the USA has many more users than El Salvador, meaning by default there is more anonymity in the USA.
However, the governments in some countries are far more digitally restrictive (ex, China) than others are.
Also, the type of activity can lend some extra anonymity as well. If you are torrenting/downloading over Tor (which you shouldn't be doing anyway...), that type of traffic takes up much more bandwidth, "space" in Tor if you will, meaning you will be much more noticeable doing that, than you would be if you were browsing the Web innocently.