Born and raised in Denmark let me put in my 2 cent.
Socks
Cars have a tax of 180% + 25% sales tax.
Free health care, free education.
Over 25 years or 30 you get about $2000 before taxes in welfare.
Tax rate is from 40-60% then there is a long list of deductions.
You don't see people begging in the streets to survive unless its their choice and no child should ever go hungry to bed if they have decent parents.
You can get any education you want if you are willing to work for it. I live in Copenhagen and I don't think there are anywhere in the city where I would be afraid to go no matter the hour.
Yes we pay for it but minimum wage is $25 an hour, 37 work hours and 5-6 weeks paid vacation. Everything here is expensive but the social safety net makes up for it in my opinion, I fall ill and I get the care I need. If I get fired, have a break down and hit rock bottom I will get help to get back on my feet.
It may not be for everyone but I have lived in both the US and Brazil and honestly I wouldn't change how the system works in those countries for the one where have here. It may be because I am born here and used to how it works.
About us being the happiest place is in great part because of the low expectations.
Watch the 60 minutes story about it:
https://youtube.com/watch?v=2E4xgk5870s
https://youtube.com/watch?v=i3BmE_IvjYQ