The 'huge tax on wine' is because you can get four litres of cask wine for $4 - or sometimes less. Oh, how onerous! I actually find it amusing that wine-lovers are screaming bloody murder because their preferential treatment over other alcohol types is coming to an end. Wine isn't being 'super-taxed', it's being equalised.
High prices for imported items? Traditionally it was because we had a weak dollar, and prices haven't caught up to the strong dollar - but that's okay, because we can order online with ease now. Our dollar hasn't been strong for very long at all, only a couple of years. General pricing moves slowly.
Ridiculous house prices I'll give you (and no politician will sign their own resignation by doing anyhting about it), but moving to another country merely to avoid those things you list? You're cutting off your nose to spite your face. If you like US culture (or wherever), then sure, move there. I know a guy that moved to Canada and won't stop raving about it.
But be familiar with the culture before you jump ship - you may be suffering from 'grass is greener' syndrome. The US has plenty of problems as well; they may suit you better, they may suit you worse.