That the US has lower social mobility is corroborated in some studies [1], especially lower than those listed as "happier" above.
"[A] study found that of nine developed countries, the United States and United Kingdom had the lowest intergenerational vertical social mobility with about half of the advantages of having a parent with a high income passed on to the next generation. The four countries with the lowest "intergenerational income elasticity", i.e. the highest social mobility, were Denmark, Norway, Finland, and Canada with less than 20% of advantages of having a high income parent passed on to their children." [1]
"In spite of this low mobility Americans have had the highest belief in meritocracy among middle- and high-income countries."
[1] http://en.wikipedia.org/wiki/Social_mobility#Country_compari...
But for individual entrepreneurial opportunity, I would maintain that the U.S. is still a top destination. Entrepreneurship is essentially disruptive. Is entrepreneurial activity in Sweden as active as it is in the U.S.? In years past, it was not; perhaps things have changed.
The United States has plenty of flaws, and we discuss them ad nauseam to the point where the rest of the world thinks of us as a horrible place. Probably, the majority of Americans are discontented, and have been since the 1960s when our cohesive society was ripped apart by overseas war and domestic social unrest.
But, discontent is what spurs people to seek change, not just change in their own lives but change in the political process. American politicians love to use "change" as a campaign slogan, e.g. "Time for a change!" (Clinton) and "Change!", "Hope and Change", "Change we can believe in!" (Obama).
Would you choose a life of contentment or a life of discontent that calls for disruptive change? I think I'd go with change, simply because it offers unbounded horizons for a dreamer such as myself. Perhaps for others, a safe shell of contentment is best--state-provided housing, health and retirement, jobless support, etc.