These countries certainly get advantages from big governments (like social welfare, decent education systems, state sponsored medical attention, etc) but don't seem to pay much of a cost for it.
Most countries with systems more extensive than those of the US tend to be poorer than the US.
http://super-economy.blogspot.com/2010/03/super-economy-in-o...
http://super-economy.blogspot.com/2010/03/income-distributio...
http://super-economy.blogspot.com/2010/01/dynamic-america-po...
Also, we have social welfare, stated sponsored medical attention, and decent education systems in the US. Where did you get the idea we lack these things?