Many sites online have been taken down due to DMCA notice. Is it best to host with a company that does not honor the DMCA, such as one in Europe or other country or would you feel more secure knowing that your hosting company complies with the copyright laws?
If your host company does not honor DMCA, then I would worry what other illegal activities they are allowing from other members. What your host company allows could affect your own website security, especially if they are letting others upload malicious software or scripts that could breach security across shared hosting.