I see you got answers to most of your questions already. I'll just add a couple "clarifying" comments...

As Synthia notes, any state you hear about where there is "no income tax" refers only to state income tax. Everyone is still subject to Federal income tax.

The gun situation also varies by state. The Supreme Court just ruled that everyone has a right to own a gun in their home, but that doesn't mean you can carry it around with you. Concealed carry permits are the province of state and/or local regulations, which vary considerably.

Cars (especially used cars) are incredibly cheap by European standards at least - however the periodic inspection standards vary by state and a car barely has to be running in order to pass most state inspections. It's entirely possible to buy a "recently inspected" vehicle only to find that it's not in operating condition.

When you own a plot of land, you do seem to have more "rights and privileges" over it than in many countries here in Europe. Property is considered something of a sacred right here, and while zoning restrictions may interfere with what you want to do with it, you do have the right to fence it off and to take reasonably strong measures to keep people off your property.

And as for US taxation, Americans are taxed on their worldwide income no matter where in the world they are resident. The exclusion of "foreign income" applies only to "earned income" (i.e. salary) plus a small additional allowance for housing costs (again, only to the extent of your "earned income"). Technically, you are also liable for US income taxes as long as you hold a green card, even if you reside outside the US (though you're actually supposed to surrender your green card if you take up residence elsewhere, so they aren't too fanatical about enforcing this).
Cheers,
Bev