I am outside of the USA 50% of the time, so this next comment comes from my own observations...
To say the United States is like saying the EU. There are parts of the US I would not consider living in, let alone visit... California and New York being the first two that come to mind.
With that said, there are places in Europe I would not consider visting again, or ever living in... Italy and France.
One of the biggest factors I found with Europe is the weather. Weather is a huge factor in my happiness, which wipes most of the US and Europe. Europe is mostly overcast, with a few exceptions, and the winters suck.
Let's not even start going into the political or taxation issues. Which wipe out most of the US and Europe, faster than weather.
-dd