> Austtralia and New Zealand are probably the closest culture match to the US. I know many immigrants both ways, and all of them seem reasonably happy.
That said:
Gun laws in both Australia and New Zealand are quite a bit stricter than what you are used to in the US. Here, it is a privilege not a right to own firearms. Handguns are very difficult to own legally: certainly it is impossible to carry them concealed or open. Not even our (unarmed) cops do that as a matter of course.
Culturally, it is fairly close to Canada by way of look-and-feel. So depending upon how easily you can get along with Canadians would be a good indicator as to whether you would find it easy to fit in here.
I agree about the gun laws. It will be pretty tough to give up my guns. I don't know what the law there says about shooting as a sport.
I know quite a few Americans that moved to Aussie and they love it. I guess it depends on what you value.