Do developed countries have more freedom than others?

This question keeps bugging me as I see people being prosecuted for flimsy and not so flimsy offences in so called Islamic countries and other non advanced countries. I have lived in western (and non western advanced countries) and I can say that the topic I am referring to is generally true. I am saying this from experience that if you follow all the laws, there will be more freedom than if you are in non western countries. Although I should acknowledge that wherever there are humans, you are bound to find some people disapproving how somebody prays or values their own native culture and there will always be discrimination since you are not the so called "native" population, but if you apply the laws, there is nothing that you cannot surmount. It was always not the same here and it has evolved into a free society over hundreds of years to change the attitude of the native population towards their non native immigrants and citizens, but it has happened and continuously happening. But you have to be really careful in countries where the notion of freedom is different than in the western countries (just to be fair freedom in western countries also differs and you can find varying degrees of freedom if you travel throughout the western and advanced countries). For example, you can be jailed in some western countries if you deny the existence of Holocaust and you cannot sell any Nazi related memorabilia in some western countries also.