On the first setup page, we have a bunch of country flags on the right, denoting available languages. Under each flag, we have a description:
Danish (Denmark)
Norwegian (Norway)
German (Germany)
English (UK)
Listing the country seems rather pointless (most English people aren't in the UK, for instance). Instead, we should print the language in that language, with the current language (by default, English) in brackets, eg:
日本語 (Japanese)
한국 (Korean)
Español (Spanish)
Français (French)
...
Apart from being more useful, this also gives unicode fans warm fuzzies.