You should stop caring about having your traffic captured because that ship has sailed
Don't forgot about intelligence agencies using specialized ships and subs to tap undersea cables.
I don't think you should worry about where your traffic passes, and should assume if it leaves your country the NSA can snatch it. You need to worry about making that traffic encrypted so well that the NSA can't view it. That's the trick though, since no one knows exactly what non-public capabilities the NSA has in encryption, but the whole DES story indicates they may be a couple decades ahead of everyone else. You may have something encrypted in a way everyone believes is safe, but the NSA knows how to crack - particularly since they have the unique ability to apply techniques that may require collecting petabytes of traffic encrypted with a given scheme before it becomes feasible to break. Hardly worth worrying about for a black hat, even if he's tapping your router, but the NSA?
The real issue is the NSA going from helping IBM strengthen DES back in the 70s to actively sabotaging encryption as they did with recent RSA schemes. They've been particularly interested in sabotaging random number generators in subtle ways so one may assume that many of the NSA's techniques rely on subtle weaknesses in key generation.
Certainly you would prefer to avoid using US based services, if those services are providing the NSA unfettered access to their information in the clear. Its easy to find a local email provider, but a local search provider who doesn't suck? Good luck, unless you're in China. And don't forget about your smartphone, Android may be nominally open source, but Google could certainly slip in a few helpful zero days for those friendly NSA folks without someone watching. They tried to do so with Linux but were rebuffed, but if Linux had been mostly in the control of someone like Google it might have succeeded.
Lastly, if you're using Windows, you might as well not bother with any of this, as the NSA has a library of zero days in an automated system able to peek inside your computer anytime it wants. I'd be willing to bet some of those zero days were deliberately inserted by Microsoft at the NSA's request.