I will go . . . America
Although there was relatively little Swiss (or German) emigration to the New World by the time this novel was written, there was of course a great amount of it from the country in which Frankenstein was published. Indeed, Percy Bysshe Shelley's grandfather had been born in the British Colonies of North America (in Passaic, New Jersey), whence he reimmigrated to Great Britain. The closest parallel for the Creature's plan, and probably one that would be uppermost in the minds of a contemporary reader, was the British penal colony established in 1788 at Botany Bay in Australia. There hardened convicts were transported so as to rid honest citizens from their threat to the common welfare. Over time, of course, these outcasts "civilized" a new continent.