Having been to Denmark as one of my best friends is from there I think the biggest difference on viewing taxes is they see the value in what they spend. He got paid (!!!) to go to University and got a Master's Degree and found a good job. Yes, he gets taxed half his income, but he feels in such debt to his country he said he'd pay 60% in a heartbeat to simply secure the standard they have.
From my visits I'd describe the Danes as a content people with reasonable view of cost of society. They don't lust after the material wealth we have and managed while having all these programs and still managed to pay off all their foreign debt this past decade.
I will say that going from a small homogeneous culture to a massive broad one may see very different results, but I'd be lying if I didn't wish we had a bit of the Danish mentality in us.
