avogadro: "ok, the US has smaller taxes which means americans have greater freedom to spend the money they earn the way they want to."
I'm sure the US has smaller taxes than all Scandinavian countries, I suspect that US has higher taxes than the UK or Australia at the moment, I think that most people in Scandinavia are expecting alot more services to be provided by the state, that obviously means tax rates will be higher. Anyway, as I said before, I think it's a poor comparison to make, between, eg, Sweden and the US, can you really compare a country with population of 9 million or so to a country with population of 300 million or so, in terms of what state needs to collect in taxation...
"we have better religious freedom if its true that you're not allowed to be racist or a nazi in your country."
Neither racism nor nazism are religions, so there is no issue about religious freedom in what you are saying. Racism and nazism are not illegal, certain aspects associated with both racism and nazism are illegal, eg, you could not walk around saying "Kill [tree]s, kill jews", this would be considered the promotion of hate crimes. You could happily say, coloured immigrants weaken our country, we would like them sent back to Nigeria, etc.
"we have more freedom with guns." - what does this actually mean? Where I am living, firearms restrictions are pretty much in line with what public opinion is, with respect to their availability and use, is freedom about having wider selection of firearms available? In terms of volume, there is a very high per capita level of gun ownership in, eg, Sweden, and, not Scandinavia, but close enough, Finland.
For all the points you list, I could list other ones, eg, as an employer, there would never be any chances of action being taken against me for not hiring minorities in large enough numbers, so I am more free as an employer in Scandinavia, ...I could continue, but I am going to bed. Only thing I'm trying to say is, some things are more free in one place, and other things are more free in another place.
God Save the Queen!