The big ones are healthcare, public transportation, and perhaps childcare (my understanding is that this varies a lot from country to country in the EU). Needing health insurance and a motor vehicle for transportation effectively functions as an additional tax on many people.

Consumption taxes in the US generally top out at around 10% (San Francisco's is currently 8.625%) which is noticeably below European VATs. Sales taxes also generally do not apply to services at all, and most places exempt certain basic necessities such as groceries.