I'd run to the ballot box with a few dozen of my closest friends.
Oh, you mean where would one emigrate to? Well, that depends too. If you've got enough money, you can live very well, with many of the personal freedoms we come to expect, almost anywhere. (E.g. Arthur C. Clarke lives in Sri Lanka.)
Don't panic. Politics goes in cycles. The national politics will swing leftward again, and probably pretty soon. I don't think Bush is going to be able to hand-wave his way out of his current predicament. I don't think it'll come to impeachment, but I think things like the recent NSA disclosure, the Little Red Book story, etc., are causing people to realize that checks on the executive have been too weak and must be strengthened.
But to answer your question, if I had to leave it would probably be to Canada. Nice people up there, reasonable freedoms, a reasonable economy, not as crowded as Europe, and very much like the US in many respects.
But I'm not packing my bags anytime soon. :-)
Cheers,
Scott.