Read PG's http://www.paulgraham.com/america.html in perspective and it still stands 7 years later, especially when considering US vs. France.
Ironically, of all rich countries the US has lost the most civil liberties
recently. But I'm not too worried yet. I'm hoping once the present
administration is out, the natural openness of American culture will reassert
itself.
But from the day you create a company, you discover problems one by one. My first startup was French and I still love living in Paris. But I'm pretty sure, unless things change, that I'll move out as most of my friends did.