Illegal immigrants make up less than 1% of Europe's total population. In the United States, the figure is more than 3%. As for civil liberties, the degree to which European bureaucracies infringe upon their citizens rights pales in comparison to what you see in the land of mass incarceration. If you really want to understand the current state of civic rights in the United States, why not speak to one of it's dissidents, like Edward Snowden?
For what it's worth, I'm a great admirer of your First Amendment, and I will give your founding fathers full credit for that, but if you seriously think that the United States today lives up to the vision they set for it, you're very much mistaken. Your police and intelligence agencies have all kinds of sweeping powers that ours do not.
Unless somebody already has a very well paying job lined up for them, I don't know of anybody from Western Europe who is flocking to move to the United States. For most people, the healthcare costs alone would make the move not worth it.
I have no vitriol towards the United States. I just find it ridiculous how easily wounded Americans can get from the mere insinuation that other countries are better off in several respects, and we have ample examples of that right here in this thread.
I have no illusions of superiority when it comes to my own country. There are plenty of other countries in Europe which I consider to be better places to live than my own, and I am more than willing to apply self-criticism with the aim of encouraging my country to be more like them. Why can I do that, when so many of you apparently cannot? I don't think I'm the one who is being sanctimonious here.
The bit about dental hygiene is a myth. Studies have shown that British people actually have better dental hygiene than Americans on average. One of the advantages of having universal healthcare.
The United States contributes the most money to NATO, but Europe could easily make up the cost if it needed to. It's not our fault that you choose to maintain a ruinously expensive military budget.