Being French, I've always wanted to visit the US, and I'd love to come work / build a startup in the Silicon Valley. I'm really interested in American culture: I read mostly american books, and hang out on various English communities (reddit, HN, ...).
But, over the last few years, I've been following closely the various US policies (TSA, press freedom, wikileaks), and I have decided this country is not for me, at least for now. If I were to emigrate, I'd go to Germany or Canada, not the US.
That said, I might be biased by all the stories I see on Reddit...
I highly recommend San Francisco in particular. We have a decent sized French expat population, and the city is fairly multi-cultural and liberal, even by European standards, I think. Once you arrive here, you're in driving range of stunning natural beauty--redwood forests, SF Bay, Yosemite National Park, Big Sur, etc.