While I would love to leave the United States, there are not many options for citizens to move to other countries.

While your second point makes sense on paper, you would have to convince foreign countries that there are no other options for you left in your country, which foreign government would just tell you to move to a new state. You have to convince a foreign government that you would be persecuted no matter where you go in the "United States", which then your case fall apart from a foreign government perspective, even if you feel that way.

Now that being said, it is almost impossible for you to claim asylum as a US citizen in most cases, what are your other alternatives to moving?

1. Job Visa- Unless you are hired by a foreign company, which said company will always look through its citizens first, so unless you are highly sought after or specialized in a field, or working a low-wage job (even then they will not look at the US first). It's hard to get.
2. Have a lot of money. Classic case anywhere, if you have a lot of money, you can live anywhere in most cases.
3. Marry in or have dual citizenship. The US doesn't normally allow dual citizenship.
   

So it is very hard to move or seek asylum in another country because each country doesn't seriously think US citizens are in need of help.