No exit is really safe... some say pick an underdeveloped clueless state, perhaps. But those states are fed from cables that are monitored on the other end. As such, and since you can do no better, your best bet is to limit your exposure by picking an exit within the same jurisdiction as your target. You might even get lucky if said state is externally paranoid but does not care about its inside traffic.
At the moment, it would be prudent to avoid Tor which "if you don't like Tor, set up your own." That is excellent advice
Some people have a thing against Tor by default. That's probably not a very useful idea. Tor is good at what it does well, such as letting the average Jane surf out her irrelevant daily net life in relative anonymity. Just don't try to put Tor to task for the entire spectrum of what is possible without understanding what isn't. For that, you need to read a lot about it. Just like any other thing you might set up on your own.