Hi Jimmy,
[french net censorship law]
I'm not a legal expert in any way, and neither am I from France, but I think that a European non-profit organization might best be set up in Scandinavia - Sweden or Finland, for example. From what I know, these countries do tend to have the strongest commitment to freedom of speech, freedom of the press and similar issues.
Of course, that's just a general hint; before setting up a European organization, one would have to look at the various countries and their laws in detail.