I live in England, have been to various countries in Europe, have been to the US and lived in Canada. A lot of answers here I disagree with. I can't vouch for Asia but the weather is better in North America and Australia/NZ. Winters are bad in North America but summer makes up for it. Lifestyle is one important part of both Australia/NZ and NA. North America is cheap as well. Compare the average cost for a house in the U.S. compared to the U.K. for instance. With so much space, NA can charge less for houses. On our little island, we don't have that much space so sadly it raises up the cost of houses.
I'm interested in moving in the future [Spain or Australia most likely] so have watched and read a lot about immigrating. The problem is with the U.S. is people think it's an amazing country. It's not. The amount of poverty, the crime rate, the level of education, even the level of culture is bad. Oh and your health care system. Damn. In Canada I saw mad people screaming on the streets every day. Never have I seen that in Europe. People see America through rose tinted specs. Sadly, a lot of people are Americanised. Through TV, film, what they eat, what they drink, clothes they wear. No surprise people want to go to the country that seems to be thriving and on a consumer level, taking over the World.
I had a dream of moving to Sweden or Finland growing up. I then looked at the daylight hours and put that thought at the back of my head!