I've been to the US, UK and Australia and of course live in Canada. I haven't been to NZ though so can't really comment but I like what I've seen in photos and reports from friends. Here is how I'd rate these things.
Which Anglo country is the best out of all these things, UK, USA, Canada or Australia:
Friendliness: US - in general I find the US to be the friendliest out of the countries. I've heard NZ is very friendly and probably would win here but haven't been.
Location: UK by far. All of Europe at your doorstep and you could travel around for several lifetimes and NEVER get bored
Lifestyle: Australia. Most of the country is pretty laid back and is more of a work to live culture. I hear NZ is also really great in this regard.
Weather: Australia. No continental climates and most of the country has either a tropical or subtropical climate
Nightlife: US - I always had a good time going out in the US and people there seemed to really let loose
Tourist attractions: UK - museums and history around every corner. Very fascinating stuff!
Economic diversity: US - pretty much every industry exists in one form or another in the US. Probably the most economically diverse place on the planet.
Cultural contribution: UK - With more than 2000 years of recorded history from Roman times to Norman Conquest to Shakespeare etc. the other Anglo countries just can't match that...
Urban living: Canada - seems to have the right mix of urban and suburban compared to the other countries. The UK is too dense for me and Australia and the US seem to be too sprawling.
History: UK - Pretty much linked up with cultural contribution. History around every corner
Architecture: UK - Lots of amazing historical buildings that the other countries can't match
Transportation: US - The biggest and most developed transportation system in the world. Driving the Interstate highways are like a dream. The other countries just can't compare
Education: UK&US tie - Oxford, Cambridge, Harvard, MIT ... enough said...
Natural scenery: US - has the most diverse set of natural scenery from tropical Hawaii to Arctic Alaska. There is always something new to see and never would get bored.
Cost of Living: Canada - Seems to be the best balance of costs compared to the other countries. The US would win in this case except the Health care costs even with insurance can be much higher than what we pay for our provincial plans. Aus and UK seem too expensive overall.
Political Stability: Australia - Unlike Canada, the US and the UK, Australia has never had any serious secessionist movement. I imagine NZ would do well in this regard too.
The Politics: Canada - seems to have the most interesting politics with the French English dynamic and lots in between.
Economical Stability: Australia - seems to have the most stable economy of the Anglo countries and also has the best economic connections to Asia which bodes well for its future.
Fun: Australia - Fun to me is lying on the beach and catching some rays and it seems to me you can do that in a good chunk of Australia most of the year