None of the countries you mention are socialist. Countries like Sweden and Denmark are marked by the crisis, yes, but are actually doing well compared to the world average, including the U.S.
For the record, Denmark is a constitutional monarchy with mixed market CAPITALIST economy. And even though the unemployment rate has gone up, it is still lower than in the U.S. Denmark is also one of the countries in the world where it is the easiest to start up your own business. The current government is right wing and has been for years. Denmark does have has high taxes, and yes, it is near impossible to become insanely rich in Denmark, but one still needs to look at overall standard of living, purchase power of income after tax, tax deductions etc.
For example if you want to compare health care, you cannot lump Europe together as one. The heath care systems in each country is different.
Take one country at a time. For example, the costs of health care for a Dane is 8% of his income (after tax deductions, the first 8250 USD earned per year is tax free). Now you have a figure that you can compare to the U.S. insurance based health care costs. Also, many private Danish clinics have their prices online. This will give you an idea of what a Dane will have to pay if he decides not to use the "free" health-care, where there in some cases can be a waiting time on treatments, and again...give you the possibility of direct price comparisons, waiting times for specific treatments can also be looked up etc.
It is fine to argue against a welfare security net and social health care, there are certainly advantages and disadvantages these, and what might work in one country might not work in another, based on population, mentality, logistics, database systems etc. but you would make a much stronger point if you would take the time to check your facts.
I don't think it is possible to find the 100% flawless system, nor to find a "one system fits all" when it comes to comparing different countries. I will say, however, that I am baffled by how many people believe Denmark is "socialist" or even "communist", just as baffled as I am every time I hear the Danish system being proclaimed the "ideal". Not to mention it is toe-cringing as it confirms the negative stereotype many Europeans have of the average American being "uneducated".