How ambitious are you? If you want to work very hard and potentially change the world, come to the US. For better or worse (probably worse), the US is basically the place where world-changing technology development happens.

If you are more interested in work/life balance, I would recommend Europe (esp. Germany), Canada, Australia or maybe NZ. In particular everyone I've talked to who knows both Australia and the US agrees that while Americans make more money, Aussies have a better lifestyle.

There are many, many things about the US that are just astonishingly broken. The immigration system is one of them. Also, there is lots of anti-immigrant turmoil going on in the US now.