In general, having lived and worked for extended (10 year + periods) in both the US and Europe. I find Europe have a lot more freedom, generally speaking. In some area's the US is better, and in other area's Europe is, but overall, I would tip the scale to Europe. American "freedom" have always felt to me like just pure marketing, however the same can be said for some European countries. For examples the Netherlands is not nearly as open minded and free, with lots of silly rules and regulations. However, places like Spain, Portugal, Greece, Italy etc. are actually much better in my opinion.