Set US as Default for Checkout Registration

You can go in the menu Display->Custom fields and edit the field address_country to change the default value.
And if you want to remove the other countries, you can disable them via the menu System>Zones.

I don't see how we could make that simpler.

Disabling all the countries at once can be done in less than a minute:
You need to change the filter on the Zones listing to only display the countries and then increase the number of countries displayed per page via the pagination.
Finally, use the main checkbox to select all the countries at once and click on the main "unpublish" button.

In most cases setting up taxes takes also less than a minute:
You go in System>Taxes and via the "manage tax rates" button you create your tax rate. Then, in the System>Taxes menu you create a new tax rule for your country and your tax rate and voilà. The rest is automatic.

If you want to change the default currency, you can simply change it in the "main currency" option of the configuration. There is nothing else to do.

I agree with you that a setup wizard after the installation would be great as people do not always find these methods and might go the wrong way when trying to do these changes sometimes breaking things in the process. It's actually on our todo list to add a wizard after the installation so that you can easily set that up. Thank you for your feedback and I hope that the information I provided above will help you setup rapidly HikaShop in the future.