I live and work in Manhattan. I love the city (!) But between Federal taxes, state taxes, and city taxes, the reality is that I pay over 40% taxes. Yet, I receive none of the benefits European countries offer their citizens: state sponsored healthcare, subsidized (and good) education, etc. It's a real shame because I think it reflects very poorly on us, as a "first world" society.
For those not from the area, a few figures to give you a sense of things: - the truth is that public schools have a bad reputation. There are a few exceptional public schools (Stuyvesant, Hunter, Bronx Science), but they're highly selective and certainly can't fit every kid in the city. I know many who send their kids to private schools (>$30K or $40K per year in tuition fees) - health insurance is tied to one's employer, and while some is subsidized by employer), it is paid out of employee's paycheck to a private insurance company.
So, yeah, taxes may be high in France, Germany, and many other countries, but there's some return.
Again, I love NYC and all it has to offer. Objectively, one has to be honest about the pros and cons living here.
Disclaimer: I am married to a European. Perhaps I've been drinking the kool-aid :-)