No, I don't actually propose making a run for the border (to Canada) but some enterprising folks have taken the idea to a new level, starting with MarryAnAmerican.
This is how Reuters describes it:
OTTAWA (Reuters) The number of U.S. citizens visiting Canada's main immigration website has shot up six-fold as Americans flirt with the idea of abandoning their homeland after President George W. Bush's election win this week.
"When we looked at the first day after the election, November 3, our website hit a new high, almost double the previous record high," immigration ministry spokeswoman Maria Iadinardi said on Friday.
On an average day some 20,000 people in the United States log onto the website, www.cic.gc.ca a figure which rocketed to 115,016 on Wednesday. The number of U.S. visits settled down to 65,803 on Thursday, still well above the norm.