I have made some simple research and come up with homicide statistics for some countries. The sources have been listed at the bottom of this entry. What I found out was that the not-so-western western country
Japan is clearly the most peaceful nation (perhaps of the whole world if we exclude all tiny nations) where almost every homicide is solved. However - Japan has a high rate of suicides.
The leader of the west - the US - the most Christian western nation and the home of the infamous 2nd Amendment - is the most violent (homicides per capita) 1st World western nation which really shouldn't be a surprise to anyone. On September 11th 2001 - three thousand people were murdered by fanatics - but since that event Americans have killed each other by more than 40 000 (although homicide rates have been going down ever since -93). However one has to remember that each state has its own laws and regulations and homicide rates vary from relatively low rates in certain areas of New England to extremely high rates in District of Colombia & California. Gun control laws, three-strikes convictions, death penalty etc. - all show mixed results of whether these regulations actually help to decrease crime or whether they help to increase it. During the last decade US crime dropped almost dramatically.
Since some former East Block countries joined the EU last year the EU homicide average went up but even in these new EU countries the crime statistics show some improvements. Out of EU countries Finland is one of the most violent with a relatively high rate of homicides (highest if we exclude the new EU countries which joined in -04) and assaults mostly due to massive consumption of alcohol. Finland also has a high number of suicides (per capita is higher than that of Japan's). The good news is that nearly all homicide cases are solved (applies to other crimes as well) and there's no corruption among the law enforcement forces in Finland (In fact - Transparency.org suggests that Finland has the smallest amount of corruption out of all countries in the world).
This is nothing compared to extremely high homicide & crime rates in Russia. Sketchy estimates & reports indicate that there were at least 30 000 homicides in Russia in 2004. That's almost twice the amount of the US although Russia's population is about 50% smaller than that of the US. The Russian police is facing serious difficulties in solving these crimes and many lack the motivation to put their energy on chasing criminals when the pay is low and the public don't show much trust toward the police. Corruption levels are also extremely high in many levels of the government.
The most violent places on Earth - which are not in a state of war at the moment - are in Africa (South-Africa) & South America (Colombia).
Comparing homicide rates straight the way I'm doing now is of course unfair. Cultural differences are a factor too. Japan has its customs with honor ("don't do anything which would bring dishonor to the family" etc.), the US has loose gun control laws and the US is a huge mix of colliding cultures, Finland has its traditions with alcohol, Russia is corrupted and weak, population densities in multicultural areas such as in New York City lead to conflicts etc.
Statistics (homicides per 100 000)
5,63 United States - 16503 homicides in 2003
2,83 Finland - 148 homicides in 2004
2,10 Sweden - 189 homicides in 2003
1,68 Canada - 548 homicides in 2003
1,21 Denmark - 66 homicides in 2004
1,17 New Zealand - 45 homicides in 2000
1,11 Japan - 1419 homicides in 2004
42,7 South-Africa - in 2003
20,86 Russia - 30 000 (est.) homicides in 2004
7,82 Estonia - 105 homicides in 2004
I also would like to state that the text above may contain errors and I apologize for them. You may check Google.com for more information. Use words like "Japan Statistics", "Crime in UK" etc.
Sources (many others were used as well just to make sure that the numbers I have are at least close to right amounts):
South Africa Statistics
NRA Statistics for US crime
Violence in the UK
Japan Statistics Bureau
Japan Information Network