I have lived in Poland for the past 8 years and while we have far less of a social welfare system than Germany or Denmark or France, some points hold:
Is it worth it? Yes
Would it work in the USA? No - what can work in a compact country like Denmark cannot work in the USA
Even in Germany, it works differently from a smaller country like Denmark.
1) Health care in the United States is the best in the world, despite what you and/or Michael Moore say.
2) Nothing is free. Somebody is paying for your "free" child care. Furthermore, it has been my experience that goods and services are generally worth what one pays for them. As far as I am concerned "free child care" equates to "turn your child over to the state for indoctrination". Remember how well that worked in Germany in the 1930s?
3) Isn't it wonderful that a government can be so "generous" with other people's money?
4) I can't argue with you there. Our higher-education system is currently a joke. I blame it not just on colleges jacking up tuition prices because of the easy availability of student loans, but also on moronic leftists who persist in claiming the "everyone should go to college". The fact is, not everyone is cut out for college.
With that said, I will disagree with you until the day I die that widespread socialism is "worth it". What is "worth it" is having a government that provides equality of opportunity, without trying to assure equality of outcome.
When people are not required to bear the consequences of their own decisions (good or bad) they become dependent on the government. That is exactly what tyrants want, and tyranny is always the end result when a people are [successfully] encouraged to be dependent upon the "free" things given them by their "benevolent" government.
This was true in Germany and the Scandinavian countries until recently, as well as in Switzerland (which has an Obamacare-like mandatory private health insurance rather than a single-payer system).
As soon as you have a massive influx of foreigners with no sense of duty to the country or society, the system breaks down. The "social contract" where people agreed to work and pay taxes for state-sponsored social services becomes a system milked by immigrants. Then the native population follows the example, thinking "if they're parasites, I can be a parasite too."
This, fundamentally, is why the European social welfare system will collapse and why it would never work in the United States.