The United States offers more
potential for happiness than the countries listed above. The average mainstream person may be happy in Scandinavia and Switzerland, but I'm willing to bet that a dark-skinned or Asian person with a huge entrepreneurial drive is going to be quite frustrated. Christian-Muslim tensions are growing in some neighborhoods, and anti-Semitism has returned as well.
The United States has plenty of flaws, and we discuss them ad nauseam to the point where the rest of the world thinks of us as a horrible place. Probably, the majority of Americans are discontented, and have been since the 1960s when our cohesive society was ripped apart by overseas war and domestic social unrest.
But, discontent is what spurs people to seek change, not just change in their own lives but change in the political process. American politicians love to use "change" as a campaign slogan, e.g. "Time for a change!" (Clinton) and "Change!", "Hope and Change", "Change we can believe in!" (Obama).
Would you choose a life of contentment or a life of discontent that calls for disruptive change? I think I'd go with change, simply because it offers unbounded horizons for a dreamer such as myself. Perhaps for others, a safe shell of contentment is best--state-provided housing, health and retirement, jobless support, etc.