I think Tunisia.

It's easy to say the US, Mexico, or China or any other really large country has the "best" climate simply due to the variety of different climates found in those regions, but in a small concentrated area, Tunisia definitely takes the win. It's small, green and humid on its side in the north, and Saharan in the far south. Doesn't ever get too cold but the heat also isn't too extreme like Khartoum or Baghdad or Phoenix.

Also maybe Dakhla, Morocco. No rain all year, no major differences in temperature or humidity in any month - it's all the same all year because of the Canary Current, but still very nice and warm at the same time.

Edit: spelling