I used to think the same... I thought I'd move to America pre-911, after that and all the homeland security, patriot act etc BS, I'd be worried as a foreign national living there...
If I were to move now, it'd be to Canada or Australia, and if it's for a woman, then Scandinavia may come into the picture too
For some reason I'd always had much better luck with American women than anywhere else...
Anyway... for better or for worse, sometimes there's nothing quite like home sweet home.
Good luck in moving there, it's a big step!