The U.S. is still the best place to live in my opinion. Strongest world econonmy by far, lowest inflation, low taxes compared to other western countries, highest employment, etc. At the lower rung of the ladder its a bitch (no free health care) but for upper middle class and topward its great.
I have many foreign friends that would like to move here, but, as pointed out, its almost imposible unless you are starting a significant business with employees.
I have one friend who managed it but it was a nightmare - 10 years in court before he finally got a green card. It helps if your country is ruled by a maniac, my buddy claimed asylum.
Otherwise the traditional way is to come over on a toursit visa and then marry an american girl; instant residency application and will be approved as longs as its not a sham.