Yeah the US is a right PITA, I'm a conditional permanent resident over here in sunny California but through my wife who is a US citizen, it took about 7 months for our application to process and cost around $1,000 or so IIRC.
I'd echo that there are pros and cons to each country, especially at the moment where the US has been hit particularly badly in terms of employment, a fair few places even around here are looking at c.15% unemployment rates which is about double the UK average.
Add to that the screwed-up healthcare system and the sparse levels of public services and you have to be earning a decent wage to be getting all the benefits you take for granted in the UK, below that and your life can really suck hard.
So swings and roundabouts, the weather here is absolutely spectacularly great though which is always nice