I have lived in California & Massachusetts as well as the UK and Sweden. Sweden has the highest taxes in the world according to the Economist. With that comes cheap healthcare for all. My experience is that it is better than both UK and the US healthcare I have been exposed to. Yet the US pays $6100/capita/year for healthcare compared to Swedens $2800/capita/year. And in the US not everyone is covered.
In addition to that we have free schooling, and Swedish schools are not bad, not as good as the top US ivy league, but better than the average US state university. We have very low CO2 emissions, partially due to geography, but also due to extensive investments by local government on biofuel district heating networks. We also have good public transport. Sweden is about the same size as California, but has a superior public transport infrastructure, despite only having 9 million people (compared to 34 million in CA). Nearly all of the Swedish transport system was publicly funded.
On top of this Sweden is consistently ranked among the top countries for standard of living. Despite all the taxes. Now, just like others have said, there is a big difference between different countries in Europe. Bigger than most who have never visited imagine. But high taxes does not automatically mean crappy lifestyle.