Too true -- especially if you have a family. While many employers pay health insurance (as long as you're not on contract), the school system in the US is, in most locales, vastly inferior to Canada's. Once you add private school fees to the sky high housing costs the advantages evaporate pretty quickly. 

I was single when I considered moving, but some of my friends were not.  

One other thing -- in my innocence, I thought I'd be paying US rates for income tax. Not so, not if you want to come back to Canada. What you pay Uncle Sam is credited, but you have to make up up the difference to the Canadian government. If you don't,  you will be stuck with a whopping bill, plus interest and penalties, when you move back to the Great White North.