* Everybody can buy and own a gun.
Nope! Felons for one can't -- legally anyway.

* Everybody can apply to get a permit to carry a concealed gun.
Nope -- it's state specific. May require conditions (e.g. education) and usually requires a license.

* Cars cost next to nothing.
US cars are cheap -- but quality is bad and design is old. Large trucks and SUVs are particularly cheap at the moment -- you can pick up a US-made V8 truck with all the trimmings for little over $20k since gas prices hit the roof. For prices, try Edmunds.com.

* When you own a plot of land, you REALLY own it. (instead of the quasi-communism stuff we have in Europe)
Nope -- government still holds eminent domain. In addition the following may restrict use: zoning, codes, covenants, restrictions, homeowner associations. Principle that land cannot be alienated leads to easements.

* When an American citizen moves to another country to work, he/she will STILL have to pay taxes to America. (are they exempt from paying in the country they work in, then?)
US citizens are liable for tax on their worldwide income. Foreign income is exempt for the first $80k or so. In addition, tax treaties may alleviate burden.