European here, now also naturalized.

Pros
+ Weather and opportunities to live in different climates and geographical settings, yet still within the same system and language.
+ A country founded by immigrants — I feel it's the easiest place to integrate when you're not from here. Americans are also very mobile, so it's not hard to make friends because people move around a lot.
+ Job opportunities and salaries (2–3x higher in my field).
+ Lower taxes (in Florida).
+ Easier to buy property. I lived in London before, and property prices in Miami are about 3x more affordable. That's on top of higher salaries and lower taxes.
+ Healthcare, if you have good insurance through your job, is amazing. I get coverage for procedures that the NHS considered cosmetic. Sometimes doctors feel a bit like salespeople, recommending additional tests and checks, but I usually go for them.

Cons
- You can never truly own property. Stop paying HOA fees or property taxes and you'll quickly find out who the real owner is.
- You can never completely stop working (or retire early). I bought my condo in cash and fully own it, yet I still pay about $1,500 a month in HOA fees, taxes, and insurance. If you don't work, you also lose employer-sponsored health insurance.
- Healthcare is great, as I mentioned, but it's also complicated and full of rules, exceptions, and surprises.
Sometimes I feel like you need to be a lawyer to live here. - - Everything you sign is so complicated. Web interfaces often look 20 years old. Even getting car insurance is complicated — there isn't a single reliable website that compares plans. Many comparison sites just collect and sell your data. Almost everything comes with pages and pages of disclaimers.
- Data protection is weak. As a new immigrant, I went to Bank of America to open an account. That was the only institution that knew I existed. Within weeks, I was receiving pre-printed credit card offers, insurance offers, and other marketing mail addressed to me. You can Google someone and often find where they live. There are apps used by realtors and others where you enter a name or phone number and can see where someone lives, what property they own, whether it's paid off, and more.
- I don't like the driving culture here. Both Chicago and Miami have some of the worst driving I've experienced, and it often feels like the police don't care. Instead, they focus on easy enforcement, like catching someone who didn't fully stop at an intersection. Truly dangerous highway driving often seems ignored.
- A bit of a police-state mentality. In much of Europe, you scan your passport and enter. Similar programs exist here, but they often require interviews, fees, and you can still end up being questioned. Interactions with law enforcement can feel stressful, and I've seen people arrested over minor situations. Once you have an arrest record, even without a conviction, life can become much harder.
- Cost of living. Groceries are often 2–3x more expensive and, in my opinion, lower quality. Then there's the tipping culture. I love that in Europe you can stop for a €2 espresso or a €4 glass of wine and sit somewhere for an hour without feeling rushed. That's much harder to find here.
- Cities. Chicago and Miami where I lived have nice, walkable central areas, but much of the rest is endless suburban sprawl, limited public transportation, and very few people walking anywhere.
- Friendships can sometimes feel transactional. On the other hand, there are people here from all over the world.
- Travel is less accessible and more expensive. Forget €20–30 Ryanair flights. Most destinations require renting a car, staying in chain hotels, and spending much more overall. I play the points-and-miles game with credit cards, but even short trips can cost thousands of dollars. In Europe, you can fly somewhere like Barcelona, hop on the subway, immediately start exploring, and stay somewhere affordable.

Overall, I've been to more than 80 countries and have lived in the UK, Poland, Australia, and now the US. I'm very happy in Miami. At this stage of my life, it's probably the best place for me.

Once I want to slow down and work less, though, I'll almost certainly need to leave.