I hear this a lot, but you can do the same thing in the US with a much higher salary. I have taken 4 to 5 weeks off in a year, plus two weeks of national holidays, with no pay cut at all. You can negotiate for more. US companies will pay for your healthcare basically completely (your entire family), and contribute towards continuing education and your retirement accounts.

Granted, that doesn't continue after you stop working for them, but we do have federal government provided money and medical coverage after retirement age. I think people have a caricature of what the US system is because as Americans we have a culture of complaining about our government, which I usually wholeheartedly participate in :)

The bottom line is, in my opinion, if you like your particular culture, you will be happier where you are because it won't be replicated quite the same anywhere else. But the overall standard of living for software engineers in the United States is extremely high. Even when people are complaining about housing prices, they aren't much higher than in Europe, and you get a really nice living space for it that is usually much larger with nicer amenities. And in many places in the US, including where I live, the prices are cheaper and I get a nice big house with land and a beautiful view.