Ironically, there's virtually no place better to be "poor" than in Denmark, because while poor people pay taxes, too, wages (and welfare) are so high that they end up living a better life than in other countries.

Taxes on the rich are a different story, though, because while the tax rates on the rich may compare to those in the US, it seems to me (and I might be wrong here) that, through tax deductions and various other things, rich Americans often end up paying relatively low taxes. And that would be hard to accomplish in Denmark.