I was living in Scotland on a student visa for almost 3 years. During that time, I had the chance to decide where I really wanted to live. Well, we both decided to move back to the States because of quality of life issues (things were too expensive for our liking, too many neds/yobs, we were sick of the depressing rain) and better job opportunities. We went the fiance visa route and got married in the US. For a while things looked pretty bleak. My husband couldn't work for many months because he had to wait for his green card, and we felt stuck. We were even contemplating throwing in the towel and moving back to the UK again.
Well, fast forward 13 months, and things couldn't be better! We both have our dream jobs (I'm a graphic designer!), we live in a great place, and we even have a new kitten. While my husband has gone through some rough patches with adjustment (who hasn't?), his confidence has grown tremendously and he's made his family back home very proud. He fits in very well over here -- and the Scottish accent doesn't hurt!
As for walking around, maybe it's just where we live (Massachusetts), but there are plenty of unique places to walk around and explore here with the ocean nearby and lots of wildlife. We live in walking distance from a street full of pubs and restaurants. I know there are some parts of the US that are cookie cutter however, with all the same shops and no distinction between towns. I have no desire to live in those parts of the US.
I wouldn't rule out moving back to Scotland in the future (we probably will at some point) but moving to the States together was one of the best decisions we've ever made, at least where we are in our lives now.
(Although, of course, after living in Scotland for so long and having family over there, it's still my second home, and I'm looking forward to returning for New Years.)